Modeling Fixed Income Securities and Interest Rate Options

By Robert Jarrow

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 1032475269
• ISBN13: 9781032475264
• Release Date: January 2023
• Publisher: CRC Press
• Length: 384 Pages
• Weight: 1.18 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"