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Modeling Fixed Income Securities and Interest Rate Options (Chapman and Hall/CRC Financial Mathematics) - Softcover

Buch 45 von 71: Chapman and Hall/CRC Financial Mathematics

Jarrow, Robert A.

 
9781032475264: Modeling Fixed Income Securities and Interest Rate Options (Chapman and Hall/CRC Financial Mathematics)
Softcover
ISBN 10: 1032475269 ISBN 13: 9781032475264
Verlag: Chapman and Hall/CRC, 2023

Inhaltsangabe





Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned "on the job," the third edition of this classic textbook is more focused with presenting a coherent theoretical framework for understanding all basic models.



The author’s unified approach—the Heath Jarrow Morton model—under which all other models are presented as special cases, enhances understanding of the material. The author’s pricing model is widely used in today’s securities industry. This new edition offers many updates to align with advances in the research and requires a minimum of prerequisites while presenting the basics of fixed-income securities.



Highlights of the Third Edition





  1. Chapters 1-16 completely updated to align with advances in research


  2. Thoroughly eliminates out-of-date material while advancing the presentation


    3. Includes an ample amount of exercises and examples throughout the text which illustrate key concepts


    4. .

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    Über die Autorin bzw. den Autor

    Robert A. Jarrow is a Ronald P. & Susan E. Lynch Professor of Investment Management and a Professor of Finance at the Johnson Graduate School of Management in Cornell University. He holds a Ph.D. in finance from the Massachusetts Institute of Technology and wrote for many journals and books, which include Finance Theory and The Economic Foundations of Risk Management.



     







     

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    Verlag
    Chapman and Hall/CRC
    Erscheinungsdatum
    2023
    Sprache
    Englisch
    ISBN 10 
    1032475269
    ISBN 13 
    9781032475264
    Einband
    Taschenbuch
    Auflage
    3
    Anzahl der Seiten
    367
    Kontakt zum Hersteller
    Nicht verfügbar
    Verantwortliche Person
    Nicht verfügbar