Articles liés à Modeling Fixed Income Securities and Interest Rate...

Modeling Fixed Income Securities and Interest Rate Options - Couverture souple

Livre 45 sur 71: Chapman and Hall/CRC Financial Mathematics

Jarrow, Robert A.

 
9781032475264: Modeling Fixed Income Securities and Interest Rate Options
Couverture souple
ISBN 10 : 1032475269 ISBN 13 : 9781032475264
Editeur : Chapman and Hall/CRC, 2023

Synopsis





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 Thoroughly eliminates out-of-date material while advancing the presentation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

    Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

    À propos de l'auteur

    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.



     







     

    Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

    Éditeur
    Chapman and Hall/CRC
    Date d'édition
    2023
    Langue
    anglais
    ISBN 10 
    1032475269
    ISBN 13 
    9781032475264
    Reliure
    Broché
    Numéro d'édition
    3
    Nombre de pages
    367
    Coordonnées du fabricant
    non disponible
    Personne responsable
    GPSR Kontakt
    gpsr@libri.de

    Europaallee 1
    Bad Hersfeld
    36244
    Allemagne