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雷达卡
觉得这本书不错！
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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 the LIBOR 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
[此贴子已经被作者于2009-5-26 1:22:16编辑过]
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