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Modeling Fixed-Income Securities and Interest Rate Options - Second Edition (Hardcover, 2nd edition) Loot Price: R1,931
Discovery Miles 19 310
Modeling Fixed-Income Securities and Interest Rate Options - Second Edition (Hardcover, 2nd edition): Robert A. Jarrow

Modeling Fixed-Income Securities and Interest Rate Options - Second Edition (Hardcover, 2nd edition)

Robert A. Jarrow

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Loot Price R1,931 Discovery Miles 19 310 | Repayment Terms: R181 pm x 12*

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This book teaches 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," Jarrow is more concerned with presenting a coherent theoretical framework for understanding all basic models. His unified approach-the Heath Jarrow Morton model-under which all other models are presented as special cases, enhances understanding while avoiding repetition. The author's pricing model is widely used in today's securities industry. In this revised edition, the author has added new chapters to enrich coverage, and has modified the order of chapters slightly to smooth the progression of material from simple to complex. Online material will be available with the text, replacing the diskette included in the first edition; lecture notes for instructors will be available on PowerPoint slides. MathWorks has provided a free online, limited version of the MATLAB's financial derivatives toolbox, with which users of the book can apply the theory presented in each chapter.

General

Imprint: Stanford University Press
Country of origin: United States
Release date: July 2002
First published: 2002
Authors: Robert A. Jarrow
Dimensions: 235 x 155 x 19mm (L x W x T)
Format: Hardcover - Cloth / Cloth
Pages: 368
Edition: 2nd edition
ISBN-13: 978-0-8047-4438-6
Categories: Books > Business & Economics > Business & management > General
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
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LSN: 0-8047-4438-6
Barcode: 9780804744386

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