Robert Jarrow

Gebundenes Buch

Modeling Fixed Income Securities and Interest Rate Options

Beschreibung

Modeling Fixed Income Securities and Interest Rate Options offers several new updates. The new edition of the classic textbook 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.

Autor

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.

Produktdetails

• Chapman and Hall/CRC Financial Mathematics Series
• Verlag: Taylor & Francis Ltd
• 3 ed
• Seitenzahl: 386
• Erscheinungstermin: 30. September 2019
• Englisch
• Abmessung: 240mm x 161mm x 25mm
• Gewicht: 724g
• ISBN-13: 9781138360990
• ISBN-10: 1138360996
• Artikelnr.: 57942484