Modeling fixed income securities and interest rate options

DOI10.1201/9780429432842MaRDI QIDQ5233554zbMATH OpenOpenAlexFDO

Authors Robert A. Jarrow

Publication date 11 September 2019

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

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
• New methods in fixed income modeling. Fixed income modeling
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