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