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INTRO DERIV SECUR, FIN (2ND ED): FINANCIAL MARKETS - Tapa blanda

Jarrow Robert

 
9781944659653: INTRO DERIV SECUR, FIN (2ND ED): FINANCIAL MARKETS
Tapa blanda
ISBN 10: 194465965X ISBN 13: 9781944659653
Editorial: World Scientific Publishing Co Pte Ltd, 2019

Sinopsis

Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics.With its economics perspective, this rewritten and streamlined second edition textbook, is closely connected to real markets, and: Shows how macroeconomic forces have shaped the markets;Explains the major derivative pricing models using algebra and introductory calculus;Shows students how to implement these models using basic statistics and elementary Excel spreadsheet skills;Discusses the uses of derivatives while warning against their abuses;Presents hard-to-teach interest rate derivatives in an intuitive manner;Presents the Heath–Jarrow–Morton model, which is the most advanced derivatives pricing model, in an accessible manner by presenting it side-by-side with classical option pricing theory;Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry.

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Acerca del autor

Robert A Jarrow is the Ronald P and Susan E Lynch Professor of Investment Management at the Samuel Curtis Johnson Graduate School of Management, Cornell SC Johnson College of Business. He is among the most distinguished finance scholars of his generation. Jarrow has done research in nearly all areas of derivatives pricing. He is the co-developer of two widely used pricing models in finance, the Heath Jarrow Morton (HJM) model for pricing interest-rate derivatives and the reduced form model for pricing securities with credit risk. He is the author of more than 200 academic publications, seven books including Option Pricing (with Andrew Rudd, 1983), Modelling Fixed Income Securities and Interest Rate Options (1996), and Derivative Securities (with Stuart Turnbull, 2000), and several edited volumes.

Arkadev Chatterjea is a Visiting Professor of Finance, Kelley School of Business, Indiana University Bloomington. He is also a Research Fellow at UNC Chapel Hill and a Visiting Fellow at CHERI, Cornell University. He did his PhD at Cornell, where he was a student of Jarrow. Earlier, he was a Professor of Finance at the Indian Institute of Management Calcutta. A winner of research and teaching awards in the USA, Chatterjea has taught derivatives at the above universities and at other institutions including CU Boulder, the Helsinki School, Hong Kong UST, and IIM Ahmedabad.

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Editorial
World Scientific Publishing Co Pte Ltd
Año de publicación
2019
Idioma
Inglés
ISBN 10 
194465965X
ISBN 13 
9781944659653
Encuadernación
Tapa blanda
Número de edición
2
Número de páginas
772
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

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