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Modelling Fixed Income Securities and Interest Rate Options [2nd Edition]
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eBay-objectnummer:335313587397
Specificaties
- Objectstaat
- ISBN
- 9780804744386
- Subject Area
- Business & Economics
- Publication Name
- Modeling Fixed-Income Securities and Interest Rate Options : Second Edition
- Publisher
- Stanford University Press
- Item Length
- 9.3 in
- Subject
- Finance / General
- Publication Year
- 2002
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 0.6 in
- Item Weight
- 20.5 Oz
- Item Width
- 6.1 in
- Number of Pages
- 368 Pages
Over dit product
Product Information
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 framework for understanding all basic models.
Product Identifiers
Publisher
Stanford University Press
ISBN-10
0804744386
ISBN-13
9780804744386
eBay Product ID (ePID)
2393498
Product Key Features
Number of Pages
368 Pages
Language
English
Publication Name
Modeling Fixed-Income Securities and Interest Rate Options : Second Edition
Publication Year
2002
Subject
Finance / General
Type
Textbook
Subject Area
Business & Economics
Format
Hardcover
Dimensions
Item Height
0.6 in
Item Weight
20.5 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Edition Number
2
Intended Audience
Scholarly & Professional
LCCN
2002-030454
Reviews
"The Second Edition is written in a style that makes it invaluable to a wide audience. For the specialist, it provides a clear and concise discussion of virtually every aspect of fixed income modeling—from model construction through to implementation and estimation. For the newcomer, it provides a 'from the ground up' approach with an introduction to traded securities, theory, modeling and application."—Andrew Jeffrey, Yale School of Management, Review of the First Edition "Interest-rate risk management is generally perceived as one of the most technical areas in modern finance. The sheer number of different, rather cumbersome and somewhat abstract, models that exist to price and hedge interest-rate-sensitive claims, has intimidated all but the most determined academicians and practitioners. This unfortunate perception of the subject will be reversed for most who read Robert A. Jarrow's new book . . . [in which] he has packaged his knowledge and insight into a form that anyone can understand. . . . It is a book targeted to the advanced MBA student, the Ph.D. student, and the technical Wall Street crowd. Each audience should be pleased with it. . . . It is the best book in the interest-rate pricing area."-Journal of Finance, "The Second Edition is written in a style that makes it invaluable to a wide audience. For the specialist, it provides a clear and concise discussion of virtually every aspect of fixed income modeling-from model construction through to implementation and estimation. For the newcomer, it provides a 'from the ground up' approach with an introduction to traded securities, theory, modeling and application."-Andrew Jeffrey, Yale School of Management, The Second Edition is written in a style that makes it invaluable to a wide audience. For the specialist, it provides a clear and concise discussion of virtually every aspect of fixed income modeling—from model construction through to implementation and estimation. For the newcomer, it provides a 'from the ground up' approach with an introduction to traded securities, theory, modeling and application."—Andrew Jeffrey, Yale School of Management, "One feature of the revised edition that I find particularly appealing to instructors and students is that each chapter starts with an example demonstrating the new concepts in the chapter. This is very useful for MBA students. The revision is carefully written and well organized, with an emphasis on risk management."-Zsuzsanna Fluck, Department of Finance, Eli Broad Graduate School of Management, Michigan State University, Review of the First Edition Interest-rate risk management is generally perceived as one of the most technical areas in modern finance. The sheer number of different, rather cumbersome and somewhat abstract, models that exist to price and hedge interest-rate-sensitive claims, has intimidated all but the most determined academicians and practitioners. This unfortunate perception of the subject will be reversed for most who read Robert A. Jarrow's new book . . . [in which] he has packaged his knowledge and insight into a form that anyone can understand. . . . It is a book targeted to the advanced MBA student, the Ph.D. student, and the technical Wall Street crowd. Each audience should be pleased with it. . . . It is the best book in the interest-rate pricing area."— Journal of Finance, Review of the First Edition "Interest-rate risk management is generally perceived as one of the most technical areas in modern finance. The sheer number of different, rather cumbersome and somewhat abstract, models that exist to price and hedge interest-rate-sensitive claims, has intimidated all but the most determined academicians and practitioners. This unfortunate perception of the subject will be reversed for most who read Robert A. Jarrow's new book . . . [in which] he has packaged his knowledge and insight into a form that anyone can understand. . . . It is a book targeted to the advanced MBA student, the Ph.D. student, and the technical Wall Street crowd. Each audience should be pleased with it. . . . It is the best book in the interest-rate pricing area."- Journal of Finance, "One feature of the revised edition that I find particularly appealing to instructors and students is that each chapter starts with an example demonstrating the new concepts in the chapter. This is very useful for MBA students. The revision is carefully written and well organized, with an emphasis on risk management."--Zsuzsanna Fluck, Department of Finance, Eli Broad Graduate School of Management, Michigan State University, One feature of the revised edition that I find particularly appealing to instructors and students is that each chapter starts with an example demonstrating the new concepts in the chapter. This is very useful for MBA students. The revision is carefully written and well organized, with an emphasis on risk management."—Zsuzsanna Fluck, Department of Finance, Eli Broad Graduate School of Management, Michigan State University, Review of the First Edition "Interest-rate risk management is generally perceived as one of the most technical areas in modern finance. The sheer number of different, rather cumbersome and somewhat abstract, models that exist to price and hedge interest-rate-sensitive claims, has intimidated all but the most determined academicians and practitioners. This unfortunate perception of the subject will be reversed for most who read Robert A. Jarrow's new book . . . [in which] he has packaged his knowledge and insight into a form that anyone can understand. . . . It is a book targeted to the advanced MBA student, the Ph.D. student, and the technical Wall Street crowd. Each audience should be pleased with it. . . . It is the best book in the interest-rate pricing area."— Journal of Finance, "One feature of the revised edition that I find particularly appealing to instructors and students is that each chapter starts with an example demonstrating the new concepts in the chapter. This is very useful for MBA students. The revision is carefully written and well organized, with an emphasis on risk management."—Zsuzsanna Fluck, Department of Finance, Eli Broad Graduate School of Management, Michigan State University, Review of the First Edition "Interest-rate risk management is generally perceived as one of the most technical areas in modern finance. The sheer number of different, rather cumbersome and somewhat abstract, models that exist to price and hedge interest-rate-sensitive claims, has intimidated all but the most determined academicians and practitioners. This unfortunate perception of the subject will be reversed for most who read Robert A. Jarrow's new book . . . [in which] he has packaged his knowledge and insight into a form that anyone can understand. . . . It is a book targeted to the advanced MBA student, the Ph.D. student, and the technical Wall Street crowd. Each audience should be pleased with it. . . . It is the best book in the interest-rate pricing area."-- Journal of Finance, "The Second Edition is written in a style that makes it invaluable to a wide audience. For the specialist, it provides a clear and concise discussion of virtually every aspect of fixed income modeling--from model construction through to implementation and estimation. For the newcomer, it provides a 'from the ground up' approach with an introduction to traded securities, theory, modeling and application."--Andrew Jeffrey, Yale School of Management
Illustrated
Yes
Lc Classification Number
Hg4650.J37 2002
Copyright Date
2002
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