rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Finance, economics and mathematics
    sub title: the essential Vasicek
  title info:
    title: Essays. Selections
  name:
    name part: Vasicek, Oldrich Alfons
    name part: 1941-
    role:
      role term: creator
    role:
      role term: author.
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: si
    date issued: 2015
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource.
  table of contents: Part 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…
  note: Oldrich Alfons Vasicek.
  note: Includes bibliographical references and index.
  subject:
    topic: Finance
  subject:
    topic: Economics
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Economics
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Finance
  subject:
    topic: BUSINESS & ECONOMICS / Finance
  classification: HG173
  classification: 332
  related item:
    title info:
      title: Finance, economics and mathematics
    name:
      name part: Vasicek, Oldrich Alfons, 1941- author.
    origin info:
      publisher: Singapore ; Hoboken, NJ : John Wiley & Sons, [2015]
    identifier: (DLC) 2015026777
  identifier: 9781119186205 (ePub)
  identifier: 111918620X (ePub)
  identifier: 9781119186212 (Adobe PDF)
  identifier: 1119186218 (Adobe PDF)
  identifier: 9781119122203 (cloth)
  identifier: 9781119186229
  identifier: 1119186226
  identifier: 1119122201 (cloth)
  identifier: 2015028366
  identifier: F0706A80-AE1B-458F-98A4-2C37BF6F5FF7 OverDrive, Inc.
  identifier: https://doi.org/10.1002/9781119186229
  record info:
    record content source: DLC
    record creation date: 150720
    record change date: 20170124065920.3
    record identifier: ocn914256861
    language of cataloging:
      language term: eng