Tell your friends about this item:
Modelling Fixed Income Securities And Interest Rate Options (2Nd Edition) Robert Jarrow 2nd edition
Do you have a profile? Log in
Get notified about new Robert Jarrow releases
Add to your iMusic wish list
Modelling Fixed Income Securities And Interest Rate Options (2Nd Edition)
Robert Jarrow
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 |