Modelling Fixed Income Securities And Interest Rate Options (2Nd Edition) - Robert Jarrow - Books - Stanford University Press - 9780804744386 - July 1, 2002
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Modelling Fixed Income Securities And Interest Rate Options (2Nd Edition) 2nd edition


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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.


368 pages, Illustrations

Media Books     Book
Released July 1, 2002
ISBN13 9780804744386
Publishers Stanford University Press
Pages 368
Dimensions 155 × 235 × 19 mm   ·   581 g

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