Modeling fixed income securities and interest rate options

Robert A. Jarrow

"The third edition of this popular textbook offers several new updates. The book presents the basics of fixed-income securities. It requires a minimum of prerequisites. The author presents a coherent theoretical framework for understanding all basic models. The author's pricing model is widely used in today's securities industry."

MoreLess

Year of publication:	[2020] ; Third edition
Authors:	Jarrow, Robert A.
Publisher:	Boca Raton : CRC Press, Taylor & Francis Group
Subject:	Anleihe \| Bond \| Zinsderivat \| Interest rate derivative \| Optionsgeschäft \| Option trading \| Wirtschaftsmodell \| Economic model \| Theorie \| Theory
Description of contents:	Table of Contents [gbv.de] ; Description [zbmath.org] ; Description [zbmath.org]

Extent:	xvi, 367 Seiten Diagramme
Series:	Chapman & Hall/CRC financial mathematics series A Chapman & Hall book
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Lehrbuch ; Textbook
Language:	English
Notes:	Revised edition of Modelling fixed income securities and interest rate options
ISBN:	978-1-138-36099-0 ; 978-0-429-43284-2
Classification:	Geld, Inflation, Kapitalmarkt
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012098809