-- 12. Hedging -- 13. Martingales and Numeraires -- 14. Interest Rates and Term Structure Models -- 15. Simple Interest Rate … finance book has been comprehensively reviewed. New chapters/content cover multicurve bootstrapping, the valuation and hedging …

. Hedging strategies are robust with respect to uncertainty in the sense that their tracking errors satisfy a supermartingale …

DURATION VECTOR MODELS -- NOTES -- Chapter 6: Hedging with Interest-Rate Futures -- EURODOLLAR FUTURES -- TREASURY BILL FUTURES ….2: THE DURATION VECTOR OF THE T-BOND FUTURES -- NOTES -- Chapter 7: Hedging with Bond Options: A General Gaussian Framework. …

Analysis -- 2. A Short Review of the Theory of Risk Measurement -- 2.1. Quantiles and Value at Risk -- 2.1.1. Pearson Family as ….4. Extensions of the CAPM -- 2.4.1. Observable Factors Model -- 2.4.2. Arbitrage Pricing Theory (APT) and Construction of Factors … of Distributions -- 3. Hedging to Avoid Market Risk -- 3.1. Derivative Securities: Futures, Options -- 3.1.1. A Market …