Bond Pricing and Portfolio Analysis
Olivier de La Grandville
The MIT Press
"Protecting investors in the long run" in the title reflects the author's interest in the concept of immunization - an instructive discussion, but not something special, even if MIT Press disagrees. If you grasp this material quickly enough, and opt to consult other books on derivatives math, you may find little reason to keep this one; Martellini et al. would be a good book to review before deciding.