Modeling Fixed-Income Securities and Interest Rate Options
| Author | : Robert A. Jarrow |
| Publisher | : Stanford University Press |
| Total Pages | : 376 |
| Release | : 2002 |
| ISBN-10 | : 0804744386 |
| ISBN-13 | : 9780804744386 |
| Rating | : 4/5 (386 Downloads) |
Book Synopsis Modeling Fixed-Income Securities and Interest Rate Options by : Robert A. Jarrow
Download or read book Modeling Fixed-Income Securities and Interest Rate Options written by Robert A. Jarrow and published by Stanford University Press. This book was released on 2002 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
