Modelling Fixed Income Securities and Interest Rate Options 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Robert Jarrow 作者

Stanford Economics and Finance

译者

2002-7-1 出版日期

368 页数

USD 72.50 价格

Hardcover

丛书系列

9780804744386 图书编码

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Modelling Fixed Income Securities and Interest Rate Options 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Modelling Fixed Income Securities and Interest Rate Options 在线电子书图书描述

This text is designed for courses on fixed income securities at the MBA level and graduate level courses in Finance. The goal of the text is to provide comprehensive coverage of fixed income instruments and models. A risk management perspective of option theory is presented throughout. The text adopts a non-institutional, binomial approach to fixed income securities based on option pricing technologies, providing cutting-edge theory and technique. While the book is based on the Heath-Jarrow-Morton (HJM) model of interest rate options, discussions also compare and contrast other related models such as the Hall-White model. In addition, traditional techniques of duration and convexity are discussed as these relate to the HJM model. Statistics and algebra are prerequisites. --This text refers to an out of print or unavailable edition of this title.

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