Modeling Fixed-Income Securities And Interest Rate Options

Second Edition

by Robert A. Jarrow
language: english
Publisher: Stanford University Press, July of 2002 ‧
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This text seeks to teach the basics of fixed-income securities in a way that requires a minimum of prerequisites. Its approach - the Heath Jarrow Morton model - under which all other models are presented as special cases, aims to enhance understanding while avoiding repetition.

Modeling Fixed-Income Securities And Interest Rate Options

Second Edition

by Robert A. Jarrow

Property Description
ISBN: 9780804744386
Publisher: Stanford University Press
Release Date: July of 2002
Language: English
Dimensions: 162 x 240 x 19 mm
Cover: Hardcover
Pages: 368
Format: Book
Collection: Writing Science
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9780804744386

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