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Synopsis
The first real introductory text in derivatives.
Written by Robert Jarrow, one of the true titans of finance, and his former student Arkadev Chatterjea, Introduction to Derivatives is the first text developed from the ground up for students taking the introductory derivatives course. The math is presented at the right level and is always motivated by what’s happening in the financial markets. And, as one of the developers of the Heath-Jarrow-Morton Model, Robert Jarrow presents a novel, accessible way to understand this important topic."synopsis" may belong to another edition of this title.
About the Author
Robert A. Jarrow is Chaired Professor of Finance at Cornell University. Professor Jarrow is among the most distinguished finance scholars of his generation. He is the co-developer of one of the most widely used pricing models in all of finance, the Heath-Jarrow-Morton (HJM) model for pricing interest-rate derivatives. He is the author of two advanced books, Modelling Fixed Income Securities and Interest Rate Options (McGraw, 1996) and Derivative Securities (with Stuart Turnbull, Southwestern, 2000).
Arka Chatterjea (Ph.D. Cornell) is a former student of Robert Jarrow’s and is currently a Research Fellow at the Center for Excellence in Investment Management at the Kenan-Flagler Business School at the University of North Carolina, Chapel Hill. He has taught the derivatives course at Cornell, UNC, University of Colorado at Boulder, and Indiana University, Bloomington.
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An Introduction to Derivative Securities, Financial Markets, and Risk Management
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An Introduction to Derivative Securities, Financial Markets, and Risk Management
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An Introduction to Derivative Securities, Financial Markets, and Risk Management
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W. W. Norton & Company, 2013
ISBN 10: 0393913074
ISBN 13: 9780393913071
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