Hull, John - 2018 - Fifth edition
of Hedging -- 8.9 Hedging Exotic Options -- 8.10 Scenario Analysis -- Summary -- Further Reading -- Practice Questions ….6 Nonparallel Yield Curve Shifts -- 9.6.1 Partial Duration -- 9.6.2 Bucket Deltas -- 9.6.3 Calculating Deltas to Facilitate Hedging …