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.

Modelling Fixed Income Securities and Interest Rate Options (McGraw-Hill Finance Guide Series)

Business & Money

Jarrow, Robert A.

Economics

Mcgraw-Hill College

Finance Theory

Pearson College Div

Option Pricing

Examines the workings of the options market, discusses the various formulas and theories of options pricing, and explains the use of options in institutional investment

Investing

Richard D.Irwin

The first real introductory text in derivatives. Written by Robert Jarrow, one of the true titans of finance, and his former student Arkadev Chatterjea, Introduction to Derivatives is the first text developed from the ground up for students taking the introductory derivatives course. The math is presented at the right level and is always motivated by what’s happening in the financial markets. And, as one of the developers of the Heath-Jarrow-Morton Model, Robert Jarrow presents a novel, accessible way to understand this important topic.

An Introduction to Derivative Securities, Financial Markets, and Risk Management

Chatterjea, Arkadev

W.W.Norton&Company

Written entirely by the authors, the Solutions Manual provides worked solutions for all the problems in the book.

Solutions Manual: for: An Introduction to Derivative Securities, Financial Markets, and Risk Management

Examines the workings of the options market, discusses the various formulas and theories of options pricing, and explains the use of options in institutional investment

Rudd, Andrew

Irwin Professional_Pub

Over the Rainbow

Risk Books

Volatility

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Books by Jarrow, Robert A.