Modeling Fixed-Income Securities and Interest Rate Options: Second Edition

by Robert A. Jarrow

Book Overview

This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned "on the job," Jarrow is more concerned with presenting a coherent theoretical framework for understanding all basic models. His unified approach--the Heath Jarrow Morton model--under which all other models...

• Format: Hardcover
• Language: English
• ISBN: 0804744386
• ISBN13: 9780804744386
• Release Date: July 2002
• Publisher: Stanford Economics and Finance
• Length: 368 Pages
• Weight: 1.50 lbs.
• Dimensions: 0.7" x 6.4" x 9.4"