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.
Publisher: Taylor & Francis Ltd
Author(s): Robert Jarrow
Illustration(s): 66 Illustrations, black and white
Number of pages: 384
Collection: Chapman and Hall/CRC Financial Mathematics Series