ISBN: 9780804744386 - modeling fixed-income securities and interest rate options: second edition (24 resultados)

Hardback. Condición: Good. 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.…

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Condición: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:0804744386.…

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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: New.

Condición: new.

Hardback. Condición: New. New copy - Usually dispatched within 4 working days.

Condición: As New. Unread book in perfect condition.

Condición: New. pp. xvi + 349 Illus.

Condición: New. 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. Num Pages: 368 pages, Illustrations. BIC Classification: KFFM; KJ. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 5969 x 3963 x 19. Weight in Grams: 581. . 2002. 2nd Edition. hardcover. . . . .…

Condición: New. pp. xvi + 349 2nd Edition.

Condición: New. In English.

Condición: New.

Condición: As New. Unread book in perfect condition.

Hardcover. Condición: Brand New. 2nd sub edition. 349 pages. 9.25x6.25x1.00 inches. In Stock.

Condición: New. 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 .

Condición: New. 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. Num Pages: 368 pages, Illustrations. BIC Classification: KFFM; KJ. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 5969 x 3963 x 19. Weight in Grams: 581. . 2002. 2nd Edition. hardcover. . . . . Books ship from the US and Ireland.…

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 368 pp. Englisch.…

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.…