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Modelling Fixed Income Securities and Interest Rate Options. 3rd ed. R.ジャロウ著 確定利付証券と金利オプションのモデリング 第3版
・ISBN 978-1-138-36099-0 2020 hard GB£ 103.99
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・ISBN 978-1-032-47526-4 2023 paper GB£ 51.99
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-429-43284-2
| 著者・編者 | Jarrow, Robert, |
|---|---|
| シリーズ | Chapman & Hall/CRC Financial Mathematics |
| 出版社 | (Chapman & Hall / CRC, US) |
| ページ数 | 384 pp. |
| 言語 | ENG |
| ニュース番号 | ＜652-594 652-P1323＞ |
解説
Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned "on the job," the third edition of this classic textbook is more focused with presenting a coherent theoretical framework for understanding all basic models.
The author's unified approach-the Heath Jarrow Morton model-under which all other models are presented as special cases, enhances understanding of the material. The author's pricing model is widely used in today's securities industry. This new edition offers many updates to align with advances in the research and requires a minimum of prerequisites while presenting the basics of fixed-income securities.
Highlights of the Third Edition
- Chapters 1-16 completely updated to align with advances in research
- Thoroughly eliminates out-of-date material while advancing the presentation
- Includes an ample amount of exercises and examples throughout the text which illustrate key concepts
.