TY - BOOK AU - Teng, Timothy Robin Y. TI - On the hedging of interest rate derivatives AV - CD-01563t PY - 2012/// CY - Quezon City PB - Ateneo de Manila University - Loyola Schools KW - INTEREST RATE DERIVATIVES KW - HEDGING STRATEGY KW - CHANGE OF MEASURE KW - CLARCK-OCONE FORMULA KW - DELTA HEDGING N1 - Doctor of Philosophy ER -