Isbn: 9781032475264 - modeling fixed income securities and interest rate options (18 risultati)

Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Condizione: acceptable. The item is very worn but is perfectly usable. Signs of wear can include aesthetic issues such as scratches, dents, worn and creased covers, folded page corners and minor liquid stains. All pages and the cover are intact, but the dust cover may be missing. Pages may include moderate to heavy amount of notes and highlighting, but the text is not obscured or unreadable. Page edges may have foxing age related spots and browning . May NOT include discs, access code or other supplemental materials.…

Condizione: As New. Unread book in perfect condition.

Condizione: New.

Condizione: New.

Paperback / softback. Condizione: New. New copy - Usually dispatched within 4 working days.

Condizione: New. 3rd edition NO-PA16APR2015-KAP.

Condizione: New.

Condizione: New.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: As New. Unread book in perfect condition.

Condizione: New.

Condizione: New. In English.

Paperback. Condizione: Brand New. 3rd edition. 384 pages. 9.19x6.13x0.91 inches. In Stock.

Condizione: New. Robert A. Jarrow is a Ronald P. &amp 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 Ins.

Taschenbuch. Condizione: Neu. Modeling Fixed Income Securities and Interest Rate Options | Robert Jarrow | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2023 | Taylor & Francis Ltd (Sales) | EAN 9781032475264 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu. …

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware - 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 Chapters 1-16 completely updated to align with advances in research Thoroughly eliminates out-of-date material while advancing the presentation Includes an ample amount of exercises and examples throughout the text which illustrate key concepts . 384 pp. Englisch. …

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 Chapters 1-16 completely updated to align with advances in research Thoroughly eliminates out-of-date material while advancing the presentation Includes an ample amount of exercises and examples throughout the text which illustrate key concepts .…