Modeling Fixed Income Securities and Interest Rate Options (Hard... Cover Art

Modeling Fixed Income Securities and Interest Rate Options (Hardcover)

By: Robert A. Jarrow (Author)

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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.

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