10% off all books and free delivery over £50
Buy from our bookstore and 25% of the cover price will be given to a school of your choice to buy more books. *15% of eBooks.

Modeling Fixed-Income Securities and Interest Rate Options

View All Editions (1)

The selected edition of this book is not available to buy right now.
Add To Wishlist
Write A Review

About

Modeling Fixed-Income Securities and Interest Rate Options Synopsis

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.

About This Edition

ISBN: 9780804744386
Publication date:
Author: Robert A Jarrow
Publisher: Stanford Economics and Finance an imprint of Stanford University Press
Format: Hardback
Pagination: 349 pages
Genres: Finance and the finance industry