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Modeling Fixed Income Securities and Interest Rate Options - Brossura

Libro 45 di 71: Chapman and Hall/CRC Financial Mathematics

Jarrow, Robert

 
9781032475264: Modeling Fixed Income Securities and Interest Rate Options
Brossura
ISBN 10: 1032475269 ISBN 13: 9781032475264
Casa editrice: Chapman and Hall/CRC, 2023

Sinossi

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 Thoroughly eliminates out-of-date material while advancing the presentation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

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Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull'autore

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Chapman and Hall/CRC
Data di pubblicazione
2023
Lingua
Inglese
ISBN 10 
1032475269
ISBN 13 
9781032475264
Rilegatura
Copertina flessibile
Numero edizione
3
Numero di pagine
384
Contatto del produttore
Taylor and Francis, GPSR Taylor and Francis
gpsr@taylorandfrancis.com

Taylor & Francis Verlag GmbH, Kaufingerstraße 24
München
80331
Germania