觉得这本书不错！

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]