Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Third Edition)

Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Third Edition)
Author: Robert A Jarrow
Publisher: World Scientific
Total Pages: 763
Release: 2024-05-03
Genre: Business & Economics
ISBN: 9811291691

The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.

An Introduction to Derivative Securities, Financial Markets, and Risk Management

An Introduction to Derivative Securities, Financial Markets, and Risk Management
Author: Jarrow, Robert A
Publisher: W. W. Norton & Company
Total Pages: 20
Release: 2013-02-14
Genre: Business & Economics
ISBN: 0393913074

Written by Robert Jarrow, one of the true titans of finance, and his former student Arkadev Chatterjea, Introduction to Derivatives is the first text developed from the ground up for students taking the introductory derivatives course. The math is presented at the right level and is always motivated by what 's happening in the financial markets. And, as one of the developers of the Heath-Jarrow-Morton Model, Robert Jarrow presents a novel, accessible way to understand this important topic.

Solutions Manual

Solutions Manual
Author: Robert A. Jarrow
Publisher:
Total Pages: 0
Release: 2013
Genre: Capital market
ISBN: 9780393920949

Written entirely by the authors, the Solutions Manual provides worked solutions for all the problems in the book.

Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Second Edition)

Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Second Edition)
Author: Robert A Jarrow
Publisher: World Scientific
Total Pages: 772
Release: 2019-05-16
Genre: Business & Economics
ISBN: 1944659579

Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics.With its economics perspective, this rewritten and streamlined second edition textbook, is closely connected to real markets, and:Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry. Supplementary materials are available to instructors who adopt this textbook for their courses. These include:Solutions Manual with detailed solutions to nearly 500 end-of-chapter questions and problemsPowerPoint slides and a Test Bank for adoptersPRICED! In line with current teaching trends, we have woven spreadsheet applications throughout the text. Our aim is for students to achieve self-sufficiency so that they can generate all the models and graphs in this book via a spreadsheet software, Priced!

Derivative Securities

Derivative Securities
Author: Robert A. Jarrow
Publisher: Thomson South-Western
Total Pages: 728
Release: 1996
Genre: Business & Economics
ISBN:

"Derivative Securities provides a comprehensive and accessible introduction to derivative securities, such as forward contracts, futures contracts, options on assets, options on futures contracts, and credit swaps. It features a new, unified approach to the pricing and hedging of futures and options, and covers diverse areas such as equity, stock index, foreign currency, interest rate and commodity derivatives, as well as swaps and exotic options."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved

An Introduction to the Mathematics of Financial Derivatives

An Introduction to the Mathematics of Financial Derivatives
Author: Salih N. Neftci
Publisher: Academic Press
Total Pages: 550
Release: 2000-05-19
Genre: Business & Economics
ISBN: 0125153929

A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.

A Course in Derivative Securities

A Course in Derivative Securities
Author: Kerry Back
Publisher: Springer Science & Business Media
Total Pages: 358
Release: 2005-10-11
Genre: Business & Economics
ISBN: 3540279008

"Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book. This is valuable since computer simulation can help readers understand the theory....The book...succeeds in presenting intuitively advanced derivative modelling... it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWS