000			01347cam a22002415a 4500
008			161101s2015 enka frb f001 0 eng d
020			_a9780198716440
040			_beng _dEG-ScBUE _dEG-ScBUE
082	0	4	_a332.632044 _222 _bMUN
100	1		_aMunk, Claus.
245	1	0	_aFixed income modelling / _cClaus Munk.
250			_a1st ed.
260			_aOxford ; _aNew York : _bOxford University Press, _c2015.
300			_axvi, 556 p. : _bill. ; _c24 cm.
500			_aIndex : p. [553]-556.
504			_aBibliography : p. 535-551.
505	0		_aIntroduction and overview -- Extracting yield curves from bond prices -- Stochastic processes and stochastic calculus -- A review of general asset pricing theory -- The economics of the term structure of interest rates -- Fixed income securities -- One-factor diffusion models -- Multi-factor diffusion models -- Calibration of diffusion models -- Heath-Jarrow-Morton models -- Market models -- The Measurement and management of interest rate risk -- Defaultable bonds and credit derivatives -- Mortgages and Mortgage-backed securities -- Stock and currency derivatives when interest rates are stochastic -- Numerical techniques.
590			_ashima
650		7	_aFixed-income securities _xEconometric models. _2BUEsh
651			_2BUEsh
653			_bBUSADM _cNovember2016 _cDecember2016
942			_2ddc
999			_c22961 _d22933