Interest rate risk
Foreword [PDF 136 Kb]
Contents [PDF 98 Kb]
Chapter 1. Tools
Chapter 2. Interest rate risk control [PDF 473 Kb]
Chapter 3. Calculation of interest rates [PDF 588 Kb]
Chapter 4. Yield curves [PDF 679 Kb]
Chapter 5. Duration [PDF 334 Kb]
Chapter 6. Immunization [PDF 395 Kb]
Chapter 7. Models [PDF 566 Kb]
Chapter 8. Evaluation [PDF 277 Kb]
Chapter 9. Forwards, futures, swaps
Chapter 10. Options and Built-in Options
Chapter 11. Interest rate risk measurement and portfolio management efficiency
Chapter 12. Interest rate risk management models
