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

（Chapman & Hall/CRC financial mathematics series）

CRC Press, 2022

3rd edition

• : paperback

Note

Content Type: text (ncrcontent), Media Type: unmediated (ncrmedia), Carrier Type: volume (ncrcarrier)

"A Chapman & Hall book"

Includes bibliographical references and index

Details

• NCID: BD09749072
• ISBN:
  • 9781032475264
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton, Fla.
• Pages/Volumes: xvi, 367 p.
• Size: 24 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
• Parent Bibliography ID:
  • BA59871917