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
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| ISBN: | 9781032475264 |
| Publication date: | 21st January 2023 |
| Author: | Robert A Jarrow |
| Publisher: | Chapman & Hall/CRC an imprint of CRC Press |
| Format: | Paperback |
| Pagination: | 368 pages |
| Series: | Chapman and Hall/CRC Financial Mathematics Series |
| Genres: |
Investment and securities Probability and statistics |
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
.
Modeling Fixed Income Securities and Interest Rate Options features in the following genres: Discrete mathematics, Mathematical modelling
Modeling Fixed Income Securities and Interest Rate Options is available in Paperback, Hardback
Modeling Fixed Income Securities and Interest Rate Options was written by Robert A Jarrow and published by Chapman & Hall/CRC an imprint of CRC Press
Modeling Fixed Income Securities and Interest Rate Options has 368 pages
Yes it is part of Chapman and Hall/CRC Financial Mathematics Series series
£46.79