Modelling Fixed Income Securities and Interest Rate Options
Language: English
Published by McGraw-Hill Higher Education, 1995
- Hardcover
- Used

Seller: Better World Books, Mishawaka, IN, U.S.A.Better World Books
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Condition: Used - Very good
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Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
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- Title
- Modelling Fixed Income Securities and Interest Rate Options
- Author
- Jarrow, Robert A.
- Publisher
- McGraw-Hill Higher Education
- Publication year
- 1995
- Condition
- Very Good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0079122531
- ISBN 13
- 9780079122537
- Item weight
- 1.119 pounds
- Dimensions
- N/A
"Synopsis" may belong to another edition of this title.
From the Back Cover
“Interest-rate risk management is generally perceived as one of the most technical areas in modern finance. The sheer number of different, rather cumbersome and somewhat abstract, models that exist to price and hedge interest-rate-sensitive claims, has intimidated all but the most determined academicians and practitioners. This unfortunate perception of the subject will be reversed for most who read Robert A. Jarrow’s new book . . . [in which] he has packaged his knowledge and insight into a form that anyone can understand. . . . It is a book targeted to the advanced MBA student, the Ph.D. student, and the technical Wall Street crowd. Each audience should be pleased with it. . . . It is the best book in the interest-rate pricing area.”—Journal of Finance
“The Second Edition is written in a style that makes it invaluable to a wide audience. For the specialist, it provides a clear and concise discussion of virtually every aspect of fixed income modeling—from model construction through to implementation and estimation. For the newcomer, it provides a 'from the ground up' approach with an introduction to traded securities, theory, modeling and application."—Andrew Jeffrey, Yale School of Management
"About the title" may belong to another edition of this title.
Better World Books
Mishawaka, IN, U.S.A.
AbeBooks seller since August 3, 2006
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