6.1. Overview

6.2. Cash Matching

6.3. The Zero-Coupon Bond Case

6.4. Macaulay's Duration

6.5. Application of the Bond Immunization Theorem

6.6. Fisher-Weil Duration

6.7. Hedging with Futures

6.8. An Example

6.9. Minimum Variance Hedge Ratios

6.10. Chapter 6: Exercises

Appendix: Bond Immunization Theorem: A Closer Look