Nawalkha, Sanjay K. <br/><br/>
Interest rate risk modeling :  the fixed income valuation course / 
 Fixed income valuation course 
Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva 
 - Hoboken, N.J. :  J. Wiley,  2005 
 - xxvii, 396 p. ;  23 cm. 
 - Wiley finance series .
<br/><br/>Includes bibliographical references and index 
<br/><br/>Interest rate risk modeling : an overview -- Bond price, duration, and convexity -- Estimation of the term structure of interest rates -- M-absolute and M-square risk measures -- Duration vector models -- Hedging with interest-rate futures -- Hedging with bond options: a general gaussian framework -- Hedging with interest-rate swaps and options: -- Key rate durations with var analysis -- Principal component model with var analysis -- Duration models for default-prone securities 
<br/><br/><label>ISBN: </label>0471427241 (cloth/cd-rom)  RM265.50 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Interest rate risk--Mathematical models<br/>Bonds--Valuation--Mathematical models<br/>Fixed-income securities--Valuation--Mathematical models