000			02147nam a2200313 i 4500
999			_c1620 _d1620
001			1655
005			20220804153027.0
008			190513t1997 xxud 001 0 eng d
020			_a1888998067
020			_a1884964745
040			_aUISEK-EC _bspa _erda
041	0		_heng
100	1		_aRyan, Ronald J. _912908 _eedt
245	1	0	_aYield curve dynamics : _bstate-of-the-art techniques for modeling, trading and hedging / _cRonald J. Ryan, editor
264		1	_aChicago : _bGlenlake Publishing Company : _bFitzroy Dearborn Publishers, _ccopyright 1997
300			_a219 páginas : _bgráficos ; _c24 cm
336			_atxt
337			_2rdamedia _an
338			_2rdacarrier _anc
505	0		_aPreface - Contributors - Bond market overview - Bond market solar systems / Ronald J. Ryan - The U. S. Treasury STRIPS : Valuation , Liability , and Asset Allocation Frontier / Douglas A. Love and Sean F. McShea - Yield Curves and Market Indices - The Content of Yields and Yield Spreads / Gregory Kitter - A Methodology for Market Rate Analysis and Forecasting / Alexander Levin and D. James Daras - Historical Bond Market Risk. Reward Patterns / Martha C. Monteagudo and Ronald J. Ryan Bond - Market Index Behavior: Applications for Bond Portfolio Management / Frank K. Reilly and David J. Wright - Advances in Stochastic Pricing Models for Dynamic Assets - The Concept of Instantaneous Return / Alexander Levin and Douglas A. Love - Linear Systems Theory in Stochastic Pricing Models / Alexander Levin - A Two Factor Term Structure Model / Y. K. Chan
520	3		_aEl texto examina tanto la teoría avanzada como la práctica de estas técnicas: modelos de factor único y multifactorial; modelos de curva de rendimiento a la gestión de riesgos, previsión de tipos de interés a corto plazo, volatilidad única de la curva de rendimiento y estrategias comerciales.
526			_aNegocios Internacionales
082	0	4	_a658.152 _bR988y 1997
650		7	_2LEMB _91551 _aMercado de valores
650		7	_2LEMB _912913 _aAnálisis de costos
650		7	_2LEMB _92455 _aComercio
650		7	_2LEMB _912914 _aÍndice de precios
942			_cBK