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Modeling Fixed Income Securities and Interest Rate Options

Modeling Fixed Income Securities and Interest Rate Options

1 292 kr

1 292 kr

På lager

Ti., 25 mars - fr., 28 mars


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14 dagers åpent kjøp


Selges og leveres av

Adlibris


Produktbeskrivelse

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  • Thoroughly eliminates out-of-date material while advancing the presentation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
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    Artikkel nr.

    7cfd2647-91fc-40f0-b079-865042c1bc0f

    Modeling Fixed Income Securities and Interest Rate Options

    1 292 kr

    1 292 kr

    På lager

    Ti., 25 mars - fr., 28 mars


    Sikker betaling

    14 dagers åpent kjøp


    Selges og leveres av

    Adlibris