Robert Jarrow
Modeling Fixed Income Securities and Interest Rate Options
Modeling Fixed Income Securities and Interest Rate Options
💎 Earn 237 Points (£2.37) on this item.
YOU SAVE £2.40
- Condition: Brand new
- UK Delivery times: Usually arrives within 2 - 3 working days
- UK Shipping: Fee starts at £2.39. Subject to product weight & dimension
Bulk ordering. Want 15 or more copies? Get a personalised quote and bigger discounts. Learn more about bulk orders.
Couldn't load pickup availability
- More about Modeling Fixed Income Securities and Interest Rate Options
The third edition of Modeling Fixed Income Securities and Interest Rate Options presents a coherent theoretical framework for understanding all basic models, with an unified approach and an ample amount of exercises and examples. It is widely used in the securities industry and offers updates to align with advances in research.
Format: Paperback / softback
Length: 384 pages
Publication date: 21 January 2023
Publisher: Taylor & Francis Ltd
The Third Edition of Modeling Fixed Income Securities and Interest Rate Options presents the fundamentals of fixed-income securities in a manner that sets it apart from competing texts. Unlike other books that delve into intricate institutional details of the bond market, this classic textbook focuses on providing a coherent theoretical framework for understanding all basic models. The authors' unified approach, known as the Heath Jarrow Morton model, serves as a foundation for presenting the various models as special cases, thereby enhancing the reader's comprehension of the material.
The authors' pricing model, widely adopted in the contemporary securities industry, is a significant highlight of this new edition. It has been updated to reflect recent advancements in research, ensuring that it remains relevant and up-to-date. Moreover, this edition requires a minimum of prerequisites, making it accessible to a broader audience.
Chapters 1 to 16 have undergone a comprehensive update to align with the latest research developments. Outdated material has been thoroughly eliminated, while the presentation has been enhanced to make the content more engaging and accessible. Throughout the text, ample exercises and examples are provided, illustrating key concepts and reinforcing the understanding of the material.
In conclusion, the Third Edition of Modeling Fixed Income Securities and Interest Rate Options is an invaluable resource for anyone seeking to gain a comprehensive understanding of fixed-income securities and interest rate options. Its updated content, unified approach, and practical examples make it an essential tool for students, professionals, and investors alike. Whether you are a novice or an experienced financial practitioner, this textbook will provide you with the knowledge and skills necessary to navigate the complex world of fixed-income markets.
Weight: 576g
Dimension: 153 x 234 x 25 (mm)
ISBN-13: 9781032475264
Edition number: 3 ed
This item can be found in:
UK and International shipping information
UK and International shipping information
UK Delivery and returns information:
- Delivery within 2 - 3 days when ordering in the UK.
- Shipping fee for UK customers from £2.39. Fully tracked shipping service available.
- Returns policy: Return within 30 days of receipt for full refund.
International deliveries:
Shulph Ink now ships to Australia, Belgium, Canada, France, Germany, Ireland, Italy, India, Luxembourg Saudi Arabia, Singapore, Spain, Netherlands, New Zealand, United Arab Emirates, United States of America.
- Delivery times: within 5 - 10 days for international orders.
- Shipping fee: charges vary for overseas orders. Only tracked services are available for most international orders. Some countries have untracked shipping options.
- Customs charges: If ordering to addresses outside the United Kingdom, you may or may not incur additional customs and duties fees during local delivery.
