1 Table of Contents: “...The cash market -- Foward rates -- FRAs -- Financial futures -- Short-term interest rate futures...”

2 Table of Contents: “.... Assumptions and Interest Rate Mechanics -- Relation between Return and Risk -- Forwards/Futures/Swap Valuation...”

3 Table of Contents: “...Introductory Note -- The Term Structure of Interest Rates: Alternative Approaches...”

4 Table of Contents: “... over Time -- 2.2. Interest Rates -- 2.2.1. Discount Factors, Interest Rates, and Compounding...”

5 Table of Contents: “... Commodity Price Risk -- 1.13.1 Volatility -- 1.13.2 Liquidity -- 1.14 Interest Rate Risk -- 1.14.1...”

6 Table of Contents: “... Cash Flow Streams (Perpetuities); General Pricing Formulas for Finite Cash Flow Streams; Interest Rate...”

7 Table of Contents: “... Is the Volatility Risk Premium Present? -- a. Equities -- b. Commodities -- c. Interest Rates -- 3. Estimating...”

8 Table of Contents: “... -- Speedup of Calibration and Pricing with SABR models: from equities to interest rates derivatives...”

9 Table of Contents: “... and Time Series -- 12. Yield Curves and Interest Rates Models -- 13. Portfolio Allocation -- Part IV: Non...”

10 Table of Contents: “... and interest rates -- Appendix b: zero rates, forward rates, and zero-coupon yield curves -- Appendix c...”

11 Table of Contents: “... and Financial Trading: How Much About "What We Know" -- Risk Management -- Interest Rate Models: A Review...”

12 Table of Contents: “... Chapter 2: Interest Rate Derivatives Chapter 3: Credit Derivatives...”

13 “... updated chapters on credit risk management, solvency, interest rate volatility and adequate liquidity...”

14 Table of Contents: “... Structure of Interest Rates; Application: The Structure of Global Equity Markets; Problems...”

15 Table of Contents: “...; 2.4.2 Diversification; 2.4.3 Efficiency; 2.5 Benchmark Interest Rates...”

16 “... Research Team for his work in federal agency debt and interest-rate derivatives. This is Boberski's second...”

17 Table of Contents: “... Interest Rate Risk and Hedging with Derivative Instruments...”

18

19 Table of Contents: “..., Financial derivative instruments -- 9 Fixed income and interest rate risk – 10, Liquidity risk – 11...”

20 Table of Contents: “... -- 4.3 Stress-Testing -- 4.4 Sensitivities -- 4.5 Interest Rate Sensitivities: Duration, PV01, Convexity...”