Nawalkha, Sanjay K - 2005 - 1st ed.
DURATION MODELS -- APPLICATIONS TO FINANCIAL INSTITUTIONS -- INTERACTION WITH OTHER RISKS -- NOTES -- Chapter 2: Bond Price …, Duration, and Convexity -- BOND PRICE UNDER CONTINUOUS COMPOUNDING -- DURATION -- CONVEXITY -- COMMON FALLACIES CONCERNING … CONVEXITY -- NOTES -- Chapter 3: Estimation of the Term Structure of Interest Rates -- BOND PRICES, SPOT RATES, AND FORWARD …