Valuation of interest- sensitive financial instruments

Preface. Acknowledgments. 1. Spot Interest Rates, Forward Interest Rates, Short Rate, and Yield-to-Maturity. 2. An Introduction to Valuation of Fixed and Interest-Sensitive Cash Flow. 3. Discrete-Time One-Factor Models. 4. Continuous-Time One-Factor Models. 5. Solution Approaches to Single-Factor Models. 6. Multi-Factor Continuous-Time Models. 7. Multi-Factor Discrete-Time Models. 8. Simulation Approaches. Bibliography. Solution to Practice Exercises. Index.