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Modelling Fixed Income Securities and Interest Rate Options [2nd Edition]
US $8.65
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Located in: Powder Springs, Georgia, United States
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Estimated between Wed, May 29 and Mon, Jun 3 to 43230
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eBay item number:335313587397
Item specifics
- Condition
- ISBN
- 9780804744386
- Publication Year
- 2002
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Publication Name
- Modeling Fixed-Income Securities and Interest Rate Options : Second Edition
- Item Height
- 0.6in
- Item Length
- 9.3in
- Publisher
- Stanford University Press
- Item Width
- 6.1in
- Item Weight
- 20.5 Oz
- Number of Pages
- 368 Pages
About this 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
Publication Name
Modeling Fixed-Income Securities and Interest Rate Options : Second Edition
Format
Hardcover
Language
English
Publication Year
2002
Type
Textbook
Number of Pages
368 Pages
Dimensions
Item Length
9.3in
Item Height
0.6in
Item Width
6.1in
Item Weight
20.5 Oz
Additional Product Features
Lc Classification Number
Hg4650.J37 2002
Edition Number
2
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
Copyright Date
2002
Topic
Finance / General
Lccn
2002-030454
Intended Audience
Scholarly & Professional
Illustrated
Yes
Genre
Business & Economics
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:335313587397
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Free shipping | United States | Standard Shipping | Estimated between Wed, May 29 and Mon, Jun 3 to 43230 |
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