Modeling fixed-income securities and interest rate options

Author(s)

• Jarrow, Robert A.

Bibliographic Information

Modeling fixed-income securities and interest rate options

Robert A. Jarrow

Stanford Economics and Finance, 2002

2nd ed

• : cloth

Note

Includes bibliographical references and index

Details

• NCID: BA60399626
• ISBN:
  • 0804744386
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Stanford, Calif.
• Pages/Volumes: xvi, 349 p.
• Size: 25 cm
• 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 -- Software
  • LCSH : Options (Finance) -- Econometric models -- Software
  • LCSH : Fixed-income securities -- Econometric models -- Software