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vii
1.1 Discounting, Present, and Future Value . . . . . . . . . . . . 3
1.2 Price-Yield Relationship . . . . . . . . . . . . . . . . . . . . 6
1.2.1 Valuation . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.2 Taylor Expansion . . . . . . . . . . . . . . . . . . . . 7
1.2.3 Bond Price Derivatives . . . . . . . . . . . . . . . . . 9
1.2.4 Interpreting Duration and Convexity . . . . . . . . . . 16
1.2.5 Portfolio Duration and Convexity . . . . . . . . . . . . 23
1.3 Answers to Chapter Examples . . . . . . . . . . . . . . . . . 26
2.1 Characterizing Random Variables . . . . . . . . . . . . . . . 31
2.1.1 Univariate Distribution Functions . . . . . . . . . . . 32
2.1.2 Moments . . . . . . . . . . . . . . . . . . . . . . . . 33
2.2 Multivariate Distribution Functions . . . . . . . . . . . . . . 37
2.3 Functions of Random Variables . . . . . . . . . . . . . . . . 40
2.3.1 Linear Transformation of Random Variables . . . . . . 41
。。。。。。。。。。。。。。。。。。。。。。共733页！！！谢谢大家购买！
[此贴子已经被作者于2009-3-27 21:52:37编辑过]
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