{"product_id":"modeling-fixed-income-securities-and-interest-rate-options-9781032475264","title":"Modeling Fixed Income Securities and Interest Rate Options","description":"\u003cp\u003e\u003c\/p\u003e\u003cblockquote\u003e\n\u003cbr\u003eThe 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. \u003c\/blockquote\u003e\u003cp\u003e\u003cstrong\u003eFormat\u003c\/strong\u003e: Paperback \/ softback\u003cbr\u003e\u003cstrong\u003eLength\u003c\/strong\u003e: 384 pages\u003cbr\u003e\u003cstrong\u003ePublication date\u003c\/strong\u003e: 21 January 2023\u003cbr\u003e\u003cstrong\u003ePublisher\u003c\/strong\u003e: Taylor \u0026amp; Francis Ltd\u003cbr\u003e\u003c\/p\u003e \u003cp\u003e\u003cbr\u003eThe 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.\u003cbr\u003e\u003cbr\u003eThe 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.\u003cbr\u003e\u003cbr\u003eChapters 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 Outdated material has been thoroughly eliminated, while the presentation has been enhanced to make the content more engaging and accessible.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.\u003cbr\u003e\u003cbr\u003eIn 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.\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eWeight\u003c\/strong\u003e: 576g\u003cbr\u003e\u003cstrong\u003eDimension\u003c\/strong\u003e: 153 x 234 x 25 (mm)\u003cbr\u003e\u003cstrong\u003eISBN-13\u003c\/strong\u003e: 9781032475264\u003cbr\u003e \u003cstrong\u003eEdition number\u003c\/strong\u003e: 3 ed\u003c\/p\u003e","brand":"Robert Jarrow","offers":[{"title":"Paperback \/ softback","offer_id":44104727199994,"sku":"9781032475264","price":47.59,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0522\/4297\/2845\/products\/noImage_1_c8b4f4be-3451-4702-8771-5527ff2cb337.jpg?v=1676914067","url":"https:\/\/shulphink.com\/products\/modeling-fixed-income-securities-and-interest-rate-options-9781032475264","provider":"Shulph Ink","version":"1.0","type":"link"}