Modelling fixed income securities and interest rate options

Author(s)

• Jarrow, Robert A.

Bibliographic Information

Modelling fixed income securities and interest rate options

Robert A. Jarrow

（McGraw-Hill series in finance）

McGraw-Hill, c1996

Note

Includes bibliographical references and index

Details

• NCID: BA27853019
• ISBN:
  • 0079122531
• LCCN: 95038518
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xvi, 256 p.
• Size: 24 cm.
• Attached Material: 1 computer disk (3 1/2 in.)
• Classification:
  • NDC9 : 338.12
  • LCC : HG6024.5
  • DC20 : 332.63/23
• Subject Headings:
  • LCSH : Interest rate futures -- Econometric models
  • LCSH : Options (Finance) -- Econometric models
  • LCSH : Fixed-income securities -- Econometric models
  • LCSH : Interest rate futures -- Econometric models -- Computer-assisted instruction
  • LCSH : Options (Finance) -- Econometric models -- Computer-assisted instruction
  • LCSH : Fixed-income securities -- Econometric models -- Computer-assisted instruction
• Parent Bibliography ID:
  • BA00102707