Wiley Finance---Interest rate risk modeling

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书名：Interest rate risk modeling

出版社：John Wiley & Sons

作者：SANJAY K. NAWALKHA
GLORIA M. SOTO
NATALIA A. BELIAEVA

时间：2005年版

大小：4.02M 428页

格式：PDF

目录：CHAPTER 1 Interest Rate Risk Modeling: An Overview

CHAPTER 2 Bond Price, Duration, and Convexity

CHAPTER 3 Estimation of the Term Structure of Interest Rates

CHAPTER 4 M-Absolute and M-Square Risk Measures

CHAPTER 5 Duration Vector Models

CHAPTER 6 Hedging with Interest-Rate Futures

CHAPTER 7 Hedging with Bond Options: A General Gaussian Framework

CHAPTER 8 Hedging with Swaps and Interest Rate Options Using theLIBOR Market Model

CHAPTER 9 Key Rate Durations with VaR Analysis

CHAPTER 10 Principal Component Model with VaR Analysis

CHAPTER 11 Duration Models for Default-Prone Securities

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Wiley Finance---Interest rate risk modeling
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关键词：Modeling interest Finance Financ model Finance Modeling Risk Rate Wiley