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OverviewFull Product DetailsAuthor: 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: 9780393912937ISBN 10: 0393912930 Pages: 798 Publication Date: 15 February 2013 Audience: General/trade , General Format: Paperback Publisher's Status: Active Availability: Available To Order ![]() We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately. Table of ContentsReviewsAuthor InformationRobert 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. Tab Content 6Author Website:Countries AvailableAll regions |