Controlling & Managing Interest Rate Risk

Ch. 1. A Brief History Of Interest Rates -- Ch. 2. The Term Structure Of Interest Rates -- Ch. 3. Interest-rate Risk Measures And Option-adjusted Spread Analysis -- Ch. 4. Common Misconceptions About Duration -- Ch. 5. The Evolution Of Interest-rate Risk Measurement In Financial Institutions -- Ch. 6. The Estimation Of The Duration Of Nonmaturity Deposits -- Ch. 7. Simulation Applications: Uses And Misuses -- Ch. 8. Scenario Analysis And Stress Testing -- Ch. 9. Forward Rate Agreements -- Ch. 10. Financial Forward And Future Contracts -- Ch. 11. The Mechanics Of Zero-coupon Yield Curve Construction -- Ch. 12. Swaps And Swaptions -- Ch. 13. Interest-rate Options: Caps, Floors, And Collars -- Ch. 14. Contingent Premium Options: A Primer. [edited By] Anthony G. Cornyn, Jess Lederman, Robert A. Klein. Includes Bibliographical References And Index.