An Introduction to Derivative Securities, Financial Markets, and Risk Management

Author:   Robert A Jarrow ,  Arkadev Chatterjea (Cornell University) ,  Arkadev Chatterjea (Cornell University)
Publisher:   W. W. Norton & Company
ISBN:  

9780393912937


Pages:   798
Publication Date:   15 February 2013
Format:   Paperback
Availability:   In stock   Availability explained
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An Introduction to Derivative Securities, Financial Markets, and Risk Management


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Author:   Robert A Jarrow ,  Arkadev Chatterjea (Cornell University) ,  Arkadev Chatterjea (Cornell University)
Publisher:   W. W. Norton & Company
Imprint:   W. W. Norton & Company
Dimensions:   Width: 20.40cm , Height: 3.00cm , Length: 25.20cm
Weight:   1.506kg
ISBN:  

9780393912937


ISBN 10:   0393912930
Pages:   798
Publication Date:   15 February 2013
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   In stock   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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Robert A. Jarrow is Chaired Professor of Finance at Cornell University. Professor Jarrow is among the most distinguished finance scholars of his generation. He is the co-developer of one of the most widely used pricing models in all of finance, the Heath-Jarrow-Morton (HJM) model for pricing interest-rate derivatives. He is the author of two advanced books, Modelling Fixed Income Securities and Interest Rate Options (McGraw, 1996) and Derivative Securities (with Stuart Turnbull, Southwestern, 2000). Arka Chatterjea (Ph.D. Cornell) is a former student of Robert Jarrow's and is currently a Research Fellow at the Center for Excellence in Investment Management at the Kenan-Flagler Business School at the University of North Carolina, Chapel Hill. He has taught the derivatives course at Cornell, UNC, University of Colorado at Boulder, and Indiana University, Bloomington.

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