Fixed income modelling / (Record no. 22961)

MARC details
000 -LEADER
fixed length control field 01347cam a22002415a 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 161101s2015 enka frb f001 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780198716440
040 ## - CATALOGING SOURCE
Language of cataloging eng
Modifying agency EG-ScBUE
-- EG-ScBUE
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.632044
Edition number 22
Item number MUN
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Munk, Claus.
245 10 - TITLE STATEMENT
Title Fixed income modelling /
Statement of responsibility, etc Claus Munk.
250 ## - EDITION STATEMENT
Edition statement 1st ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Oxford ;
-- New York :
Name of publisher, distributor, etc Oxford University Press,
Date of publication, distribution, etc 2015.
300 ## - PHYSICAL DESCRIPTION
Extent xvi, 556 p. :
Other physical details ill. ;
Dimensions 24 cm.
500 ## - GENERAL NOTE
General note Index : p. [553]-556.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Bibliography : p. 535-551.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Introduction 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 ## - LOCAL NOTE (RLIN)
Local note shima
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Fixed-income securities
General subdivision Econometric models.
Source of heading or term BUEsh
651 ## - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Source of heading or term BUEsh
653 ## - INDEX TERM--UNCONTROLLED
Resource For college BAEPS, Business Administration
Arrived date list November2016
-- December2016
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Holdings
Withdrawn status Item status Source of classification or shelving scheme Damaged status Not for loan Vendor Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Serial Enumeration / chronology Total Checkouts Full call number Barcode Date last seen Cost, replacement price Koha item type
    Dewey Decimal Classification     Baccah Central Library Central Library First floor 01/11/2016 Purchase 450.00 25846   332.632044 MUN 000045191 15/07/2025 562.50 Book - Borrowing
    Dewey Decimal Classification     Baccah Central Library Central Library First floor 01/11/2016 Purchase 450.00 25846   332.632044 MUN 000045192 15/07/2025 562.50 Book - Borrowing
    Dewey Decimal Classification     ايمك Central Library Central Library First floor 04/01/2017 Purchase 431.00 3398   332.632044 MUN 000040735 15/07/2025 538.75 Book - Borrowing

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