Modeling fixed income securities and interest rate options / Robert Jarrow.

By:

Jarrow, Robert, A [author.]

Material type: Text

TextPublication details: Boca Raton : London CRC Press, 2019Edition: Third edDescription: xvi, 367 pages, 25 cmISBN:

9781138360990

DDC classification:

332.6323 JAR

Summary: "Modeling Fixed Income Securities and Interest Rate Options offers several new updates. The new edition of the classic textbook presents the basics of fixed-income securities. It requires a minimum of prerequisites. The author presents a coherent theoretical framework for understanding all basic models. The author's pricing model is widely used in today's securities industry"-- Provided by publisher.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.6323 JAR (Browse shelf(Opens below))	Available		B3038

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Previous	332.6323 FRA Hand book of interest rate risk management	332.6323 HAN Handbook of mortgage-backed securities /	332.6323 HAR Building local bond markets: an Asian perspective	332.6323 JAR Modeling fixed income securities and interest rate options /	332.6323 JOH Bond evaluation, selection and management	332.6323 LAG Bond pricing and portfolio analysis: protecting investors in the long run	332.6323 LAG Bond pricing and portfolio analysis: protecting investors in the long run	Next

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"Modeling Fixed Income Securities and Interest Rate Options offers several new updates. The new edition of the classic textbook presents the basics of fixed-income securities. It requires a minimum of prerequisites. The author presents a coherent theoretical framework for understanding all basic models. The author's pricing model is widely used in today's securities industry"-- Provided by publisher.

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