Modelling Fixed Income Securities and Interest Rate Options

by Robert A. Jarrow

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 0079122531
• ISBN13: 9780079122537
• Release Date: October 1995
• Publisher: McGraw-Hill Companies
• Length: 256 Pages
• Weight: 1.10 lbs.