This paper studies secrecy rate optimization in a wireless network with a single-antenna source, a multi-antenna destination and a multi-antenna eavesdropper. This is an unfavorable scenario for secrecy performance as the system is interference-limited. In the literature, assuming that the receiver operates in half duplex (HD) mode, the aforementioned problem has been addressed via use of cooperating nodes who act as jammers to confound the eavesdropper. This paper investigates an alternative solution, which assumes the availability of a full duplex (FD) receiver. In particular, while receiving data, the receiver transmits jamming noise to degrade the eavesdropper channel. The proposed self-protection scheme eliminates the need for external helpers and provides system robustness. For the case in which global channel state information is available, we aim to design the optimal jamming covariance matrix that maximizes the secrecy rate and mitigates loop interference associated with the FD operation. We consider both fixed and optimal linear receiver design at the destination, and show that the optimal jamming covariance matrix is rank-1, and can be found via an efficient 1-D search. For the case in which only statistical information on the eavesdropper channel is available, the optimal power allocation is studied in terms of ergodic and outage secrecy rates. Simulation results verify the analysis and demonstrate substantial performance gain over conventional HD operation at the destination.