The Advanced Fixed Income and Derivatives Management Guide (Record no. 101776)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01266nam a2200229 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160309122538.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160224b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119014140 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.632044 |
| Item number | SIM |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Simozar, Saied |
| 9 (RLIN) | 1614 |
| 245 ## - TITLE STATEMENT | |
| Title | The Advanced Fixed Income and Derivatives Management Guide |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | John Wiley & Sons Ltd |
| Date of publication, distribution, etc. | 2015 |
| Place of publication, distribution, etc. | Chichester |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 322p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | The Wiley Finance Series |
| 9 (RLIN) | 338 |
| 500 ## - GENERAL NOTE | |
| General note | 1. Review of Market Analytics<br/>2. Term Structure of Rates<br/>3. Comparison of Basis Functions<br/>4. Risk Measurement<br/>5. Performance Attribution<br/>6. Libor and Swaps<br/>7. Trading<br/>8. Linear Optimization and Portfolio Replication<br/>9. Yield Volatility<br/>10. Convexity and Long Rates<br/>11. Real Rates and Inflation Expectations<br/>12. Credit Spreads<br/>13. Default and Recovery<br/>14. Deliverable Bond Futures and Options<br/>15. Bond Options<br/>16. Currencies<br/>17. Prepayment Model<br/>18. Mortgage Bonds<br/>19. Product Design and Portfolio Construction<br/>20. Calculating Parameters of the TSIR<br/>21. Implementation |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Fixed-Income Securities |
| 9 (RLIN) | 2021 |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Derivative Securities |
| 9 (RLIN) | 223 |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Portfoliio Management |
| 9 (RLIN) | 2022 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Call number prefix | 332.632044 |
| Call number suffix | SIM |
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