Modeling fixed income securities and interest rate options

DOI10.1201/9780429432842zbMATH Open1425.91453OpenAlexW4254769251MaRDI QIDQ5233554FDOQ5233554

Authors: Robert A. Jarrow 

Publication date: 11 September 2019

Full work available at URL: https://doi.org/10.1201/9780429432842

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Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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• Fixed income securities: Tools for today's markets
• Title not available (Why is that?)
• Fixed Income Analytics
• New methods in fixed income modeling. Fixed income modeling

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