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| 005 | 20250930142645.0 | ||
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| 007 | cr ||||||||||| | ||
| 008 | 181219s2015 si ob 001 0 eng | ||
| 010 | _a2015-028366 | ||
| 020 | _a9781119186205 (ePub) | ||
| 020 | _a111918620X (ePub) | ||
| 020 | _a9781119186212 (Adobe PDF) | ||
| 020 | _a1119186218 (Adobe PDF) | ||
| 020 | _z9781119122203 (cloth) | ||
| 020 | _a9781119186229 | ||
| 020 | _a1119186226 | ||
| 020 | _a1119122201 (cloth) | ||
| 020 | _a9781119122203 (cloth) | ||
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_aDEBBG _bBV043738015 |
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| 035 | _a(OCoLC)914256861 | ||
| 035 | _a(OCoLC)ocn914256861 | ||
| 037 |
_aF0706A80-AE1B-458F-98A4-2C37BF6F5FF7 _bOverDrive, Inc. _nhttp://www.overdrive.com |
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| 039 | 9 |
_a201904181514 _bros _y12-19-2018 _zhafiz _wUKM Wiley MARC - INV# 3263014.mrc _x17 |
|
| 040 |
_aDLC _beng _erda _cDLC _dOCLCF _dNST _dYDXCP _dIDEBK _dDG1 _dRECBK _dTEFOD _dCDX _dQGK _dCOO _dDEBSZ _dDEBBG |
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| 042 | _apcc | ||
| 049 | _aMAIN | ||
| 050 | 0 | 0 | _aHG173 |
| 072 | 7 |
_aBUS _x027000 _2bisacsh |
|
| 082 | 0 | 0 |
_a332 _223 |
| 100 | 1 |
_aVasicek, Oldrich Alfons, _d1941- _eauthor. |
|
| 240 | 1 | 0 |
_aEssays. _kSelections |
| 245 | 1 | 0 |
_aFinance, economics and mathematics : _bthe essential Vasicek / _cOldrich Alfons Vasicek. |
| 264 | 1 |
_aSingapore ; _aHoboken, NJ : _bJohn Wiley & Sons, _c[2015] |
|
| 300 | _a1 online resource. | ||
| 336 |
_atext _2rdacontent |
||
| 337 |
_acomputer _2rdamedia |
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| 338 |
_aonline resource _2rdacarrier |
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| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _aPart One: Efforts and Opinions -- Part One: Efforts and Opinions. Introduction to Part I -- Lifetime Achievement Award / Dwight Cass -- One-on-One Interview with Oldrich Alfons Vasicek / Nina Mehta -- Credit Superquant / Robert Hunter -- Part Two: Term Structure of Interest Rates -- Part Two: Term Structure of Interest Rates. Introduction to Part II -- An Equilibrium Characterization of the Term Structure -- The Liquidity Premium -- Term Structure Modeling Using Exponential Splines / Oldrich A Vasicek, H Gifford Fong -- The Heath, Jarrow, Morton Model -- Part Three: General Equilibrium -- Part Three: General Equilibrium. Introduction to Part III -- The Economics of Interest Rates -- General Equilibrium with Heterogeneous Participants and Discrete Consumption Times -- Independence of Production and Technology Risks -- Risk-Neutral Economy and Zero Price of Risk -- Part Four: Credit -- Part Four: Credit. Introduction to Part IV -- Credit Valuation -- Probability of Loss on Loan Portfolio -- Limiting Loan Loss Probability Distribution -- Loan Portfolio Value -- The Empirical Test of the Distribution of Loan Portfolio Losses -- Part Five: Markets, Portfolios, and Securities -- Part Five: Markets, Portfolios, and Securities. Introduction to Part V -- The Efficient Market Model / Oldrich A Vasicek, John A McQuown -- A Risk Minimizing Strategy for Portfolio Immunization / H Gifford Fong, Oldrich A Vasicek -- The Tradeoff between Return and Risk in Immunized Portfolios / H Gifford Fong, Oldrich Vasicek -- Bond Performance: Analyzing Sources of Return / Gifford Fong, Charles Pearson, Oldrich Vasicek -- The Best-Return Strategy -- Volatility: Omission Impossible / Gifford Fong, Oldrich Vasicek, Daihyun Yoo -- A Multidimensional Framework for Risk Analysis / Gifford Fong, Oldrich A Vasicek -- Plugging into Electricity / Hélyette Geman, Oldrich Vasicek -- Pricing of Energy Derivatives -- Part Six: Probability Theory and Statistics -- Part Six: Probability Theory and Statistics. Introduction to Part VI -- A Note on Using Cross-sectional Information in Bayesian Estimation of Security Betas -- A Series Expansion for the Bivariate Normal Integral -- A Conditional Law of Large Numbers -- A Test for Normality Based on Sample Entropy -- Monotone Measures of Ergodicity for Markov Chains / Julian Keilson, Oldrich Vasicek -- An Inequality for the Variance of Waiting Time under a General Queueing Discipline. | |
| 588 | _aDescription based on print version record and CIP data provided by publisher. | ||
| 650 | 0 | _aFinance. | |
| 650 | 0 |
_aEconomics. _959600 |
|
| 650 | 0 | _aEconomics, Mathematical. | |
| 650 | 7 |
_aEconomics. _2fast _0(OCoLC)fst00902116 _959600 |
|
| 650 | 7 |
_aEconomics, Mathematical. _2fast _0(OCoLC)fst00902260 |
|
| 650 | 7 |
_aFinance. _2fast _0(OCoLC)fst00924349 |
|
| 650 | 7 |
_aBUSINESS & ECONOMICS / Finance _2bisacsh |
|
| 655 | 4 | _aElectronic books. | |
| 773 | 0 | _tWiley e-books | |
| 776 | 0 | 8 |
_iPrint version: _aVasicek, Oldrich Alfons, 1941- author. _tFinance, economics and mathematics _dSingapore ; Hoboken, NJ : John Wiley & Sons, [2015] _z9781119122203 _w(DLC) 2015026777 |
| 856 | 4 | 0 |
_uhttps://eresourcesptsl.ukm.remotexs.co/user/login?url=https://doi.org/10.1002/9781119186229 _zWiley Online Library |
| 907 |
_a.b16667177 _b2022-11-04 _c2019-11-12 |
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| 914 | _avtls003642037 | ||
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