Modeling fixed income securities and interest rate options

Auteur :
Jarrow, Robert
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032475264
Date de publication :
21 janv. 2023
Dimensions :
23,4 x 15,6 cm
Poids :
580 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Modeling Fixed Income Securities and Interest Rate Options offers several new updates. The new edition of the classic textbook presents the basics of fixed-income securities. It requires a minimum of prerequisites. The author presents a coherent theoretical framework for understanding all basic models.