Biblioteca Especializada
La Biblioteca del Banco Central del Uruguay se fundó en 1967, integrándose con una colección de libros proveniente del Banco de la República, que se ha ido incrementando a través de los años, hasta llegar en el momento actual a 7.700 volúmenes aproximadamente, 200 títulos de publicaciones periódicas, bases de datos en CD Rom, publicaciones de organismos nacionales e internacionales y publicaciones producidas por el Banco Central.
La Biblioteca está especializada en Economía, poniendo el énfasis en monetaria, finanzas, estadística, econometría y teoría económica. Además, apoya al Banco Central en sus funciones y está abierta a investigadores externos a la Institución, profesionales y estudiantes de Economía y Finanzas.
The handbook of fixed income options : strategies, pricing and applications
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Contenido :
Overview of fixed-income options
Fixed-income option contracts
Exotic (nonstandard) options on fixed-income intruments
A survey of spread options for fixed-income investors
Options on mortgage-backed securities
Interest-rate caps, floors, and compound options
An overview of fixed-income option models
The binomial model for valuing options and bonds with embedded options
Valuing embedded options in interest rate caps, floors, and collars
A model for the valuation of callable bonds
Valuing options on treasury bond futures contracts
An intuitive approach to fixed-income option valuation
Valuation of credit risk derivatives
An options approach to valuing and hedging mortgage servicing rights
Choosing the "correct" volatility for the valuation of embedded options
Measuring, interpreting, and applying volatility within the fixed-income market
Hedging with options and option products
Scenario analysis and the use of options in total return portfolio management
Covered call writing strategies
Capping the interest rate risk in insurance products
Putable swaps : tools for managing callable assets
Using options to enhance the total return of a mortgage portfolio
Overview of fixed-income options
Fixed-income option contracts
Exotic (nonstandard) options on fixed-income intruments
A survey of spread options for fixed-income investors
Options on mortgage-backed securities
Interest-rate caps, floors, and compound options
An overview of fixed-income option models
The binomial model for valuing options and bonds with embedded options
Valuing embedded options in interest rate caps, floors, and collars
A model for the valuation of callable bonds
Valuing options on treasury bond futures contracts
An intuitive approach to fixed-income option valuation
Valuation of credit risk derivatives
An options approach to valuing and hedging mortgage servicing rights
Choosing the "correct" volatility for the valuation of embedded options
Measuring, interpreting, and applying volatility within the fixed-income market
Hedging with options and option products
Scenario analysis and the use of options in total return portfolio management
Covered call writing strategies
Capping the interest rate risk in insurance products
Putable swaps : tools for managing callable assets
Using options to enhance the total return of a mortgage portfolio
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| Código de barras | Signatura | Tipo de medio | Ubicación | Sección | Estado |
|---|---|---|---|---|---|
| 34840 | 332.632044 FABha | Libro | Biblioteca Especializada | Colección general | Disponible |
