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Modeling Fixed-Income Securities and Interest Rate Options

2002 Business & Economics
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Release : 2002
Genre : Business & Economics
Kind : eBook
Book Rating : 386/5 ( reviews)

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Book Synopsis Modeling Fixed-Income Securities and Interest Rate Options by : Robert A. Jarrow

Download or read book Modeling Fixed-Income Securities and Interest Rate Options written by Robert A. Jarrow. This book was released on 2002. Available in PDF, EPUB and Kindle. Book excerpt: This text seeks to teach the basics of fixed-income securities in a way that requires a minimum of prerequisites. Its approach - the Heath Jarrow Morton model - under which all other models are presented as special cases, aims to enhance understanding while avoiding repetition.

Modelling Fixed Income Securities and Interest Rate Options

1996 Business & Economics
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Release : 1996
Genre : Business & Economics
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Modelling Fixed Income Securities and Interest Rate Options by : Robert A. Jarrow

Download or read book Modelling Fixed Income Securities and Interest Rate Options written by Robert A. Jarrow. This book was released on 1996. Available in PDF, EPUB and Kindle. Book excerpt: 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. While the book is based on the Heath-Jarrow-Morton (HJM) model of interest rate options, discussions also compare and contrast other related models such as the Hall-White model. In addition, traditional techniques of duration and convexity are discussed as these relate to the HJM model. Statistics and algebra are prerequisites.

Interest Rate Risk Modeling

2005-05-31 Business & Economics
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Release : 2005-05-31
Genre : Business & Economics
Kind : eBook
Book Rating : 445/5 ( reviews)

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Book Synopsis Interest Rate Risk Modeling by : Sanjay K. Nawalkha

Download or read book Interest Rate Risk Modeling written by Sanjay K. Nawalkha. This book was released on 2005-05-31. Available in PDF, EPUB and Kindle. Book excerpt: The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.

Modeling Fixed Income Securities and Interest Rate Options

2019-09-17 Mathematics
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Release : 2019-09-17
Genre : Mathematics
Kind : eBook
Book Rating : 214/5 ( reviews)

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Book Synopsis Modeling Fixed Income Securities and Interest Rate Options by : Robert Jarrow

Download or read book Modeling Fixed Income Securities and Interest Rate Options written by Robert Jarrow. This book was released on 2019-09-17. Available in PDF, EPUB and Kindle. Book excerpt: 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 .

Modeling Fixed-Income Securities and Interest Rate Options

2022 BUSINESS & ECONOMICS
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Release : 2022
Genre : BUSINESS & ECONOMICS
Kind : eBook
Book Rating : 982/5 ( reviews)

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Book Synopsis Modeling Fixed-Income Securities and Interest Rate Options by : Robert A. Jarrow

Download or read book Modeling Fixed-Income Securities and Interest Rate Options written by Robert A. Jarrow. This book was released on 2022. Available in PDF, EPUB and Kindle. Book excerpt: This book teaches 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," Jarrow is more concerned with presenting a coherent theoretical framework for understanding all basic models. His unified approach--the Heath Jarrow Morton model--under which all other models are presented as special cases, enhances understanding while avoiding repetition. The author's pricing model is widely used in today's securities industry. In this revised edition, the author has added new chapters to enrich coverage, and has modified the order of chapters slightly to smooth the progression of material from simple to complex. Online material will be available with the text, replacing the diskette included in the first edition; lecture notes for instructors will be available on PowerPoint slides. MathWorks has provided a free online, limited version of the MATLAB's financial derivatives toolbox, with which users of the book can apply the theory presented in each chapter.

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