Modelling Fixed Income Securities and Interest Rate Options (McGraw-Hill Finance Guide Series) - Hardcover

Jarrow, Robert A.

 
9780079122537: Modelling Fixed Income Securities and Interest Rate Options (McGraw-Hill Finance Guide Series)
Hardcover
ISBN 10: 0079122531 ISBN 13: 9780079122537
Verlag: McGraw-Hill Inc.,US, 1996

Inhaltsangabe

This text is designed for courses on fixed income securities at the MBA level and graduate level courses in finance. The goal of the text is to provide comprehensive coverage of fixed income instruments and models. A risk management perspective of option theory is presented throughout. The text adopts a non-institutional, binomial approach to fixed income securities based on option pricing technologies, providing cutting-edge theory and technique. While the book is based on the Heath-Jarrow-Morton (HJM) model of interest rate options, discussions also compare and contrast other related models such as the Hall-White model. In addition, traditional techniques of duration and convexity are discussed as these relate to the HJM model. Statistics and algebra are prerequisites.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Reseña del editor

This text is designed for courses on fixed income securities at the MBA level and graduate level courses in finance. The goal of the text is to provide comprehensive coverage of fixed income instruments and models. A risk management perspective of option theory is presented throughout. The text adopts a non-institutional, binomial approach to fixed income securities based on option pricing technologies, providing cutting-edge theory and technique. While the book is based on the Heath-Jarrow-Morton (HJM) model of interest rate options, discussions also compare and contrast other related models such as the Hall-White model. In addition, traditional techniques of duration and convexity are discussed as these relate to the HJM model. Statistics and algebra are prerequisites.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
McGraw-Hill Inc.,US
Erscheinungsdatum
1996
Sprache
Englisch
ISBN 10 
0079122531
ISBN 13 
9780079122537
Einband
Tapa dura
Anzahl der Seiten
256
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

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9780804744386: Modeling Fixed-Income Securities and Interest Rate Options: Second Edition

Vorgestellte Ausgabe

ISBN 10:  0804744386 ISBN 13:  9780804744386
Verlag: Stanford University Press, 2002
Hardcover