Modeling Fixed Income Securities and Interest Rate Options
eBook - ePub

Modeling Fixed Income Securities and Interest Rate Options

  1. 368 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Modeling Fixed Income Securities and Interest Rate Options

About this book

Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents 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," the third edition of this classic textbook is more focused with presenting a coherent theoretical framework for understanding all basic models.

The author's unified approach—the Heath Jarrow Morton model—under which all other models are presented as special cases, enhances understanding of the material. The author's pricing model is widely used in today's securities industry. This new edition offers many updates to align with advances in the research and requires a minimum of prerequisites while presenting the basics of fixed-income securities.

Highlights of the Third Edition

  1. Chapters 1-16 completely updated to align with advances in research
  2. Thoroughly eliminates out-of-date material while advancing the presentation
  3. Includes an ample amount of exercises and examples throughout the text which illustrate key concepts

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Information

Publisher
Chapman and Hall/CRC
Year
2019
Topic
Business
eBook ISBN
9780429780202
Subtopic
Financial Engineering
Index
Business

Table of contents

  1. Cover
  2. Half-Title
  3. Series
  4. Title
  5. Copyright
  6. Dedication
  7. Contents
  8. Preface to the Third Edition
  9. Section I Introduction
  10. Section II Theory
  11. Section III Applications
  12. Section IV Implementation/Estimation

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Yes, you can access Modeling Fixed Income Securities and Interest Rate Options by Robert Jarrow in PDF and/or ePUB format, as well as other popular books in Business & Financial Engineering. We have over 1.5 million books available in our catalogue for you to explore.