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advances in research Thoroughly eliminates out-of-date material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 .
General
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