TY  - BOOK
AU  - Nawalkha,Sanjay K.
AU  - Soto,Gloria M.
AU  - Beliaeva,Natalia A.
TI  - Interest rate risk modeling: the fixed income valuation course 
SN  - 0471427241 (cloth/cd-rom)
PY  - 2005///
CY  - Hoboken, N.J.
PB  - J. Wiley
KW  - Interest rate risk
KW  - Mathematical models
KW  - Bonds
KW  - Valuation
KW  - Fixed-income securities
N1  - Includes bibliographical references and index; 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
UR  - http://www.loc.gov/catdir/toc/ecip055/2005000048.html
ER  -