Robert A. Jarrow – författare
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10 produkter
Modeling Fixed-Income Securities and Interest Rate Options
Second Edition
Inbunden, 2002
1109 kr
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This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned "on the job," Jarrow is more concerned with …
Advances in Mathematical Finance
Av Michael C. Fu, Robert A. Jarrow m. fl.
Inbunden, 2007
1130 kr
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This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip …
Advances in Mathematical Finance
Av Robert J Elliott, Ju-Yi Yen m. fl.
E-bok, 2007
1502 kr
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This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip …
Continuous-Time Asset Pricing Theory
A Martingale-Based Approach
Häftad, 2019
603 kr
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Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied, refined, and extended, …
Continuous-Time Asset Pricing Theory
A Martingale-Based Approach
Inbunden, 2021
877 kr
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Asset pricing theory yields deep insights into crucial market phenomena such as stock market bubbles. Now in a newly revised and updated edition, this textbook guides the reader through this theory and its applications to markets. The new edition features new results on state dependent …
Continuous-Time Asset Pricing Theory
A Martingale-Based Approach
E-bok, 2021
1116 kr
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Asset pricing theory yields deep insights into crucial market phenomena such as stock market bubbles. Now in a newly revised and updated edition, this textbook guides the reader through this theory and its applications to markets. The new edition features new results on state dependent …
PETER CARR GEDENKSCHRIFT: RESEARCH ADVANCES IN MATHEMATICAL FINANCE
Av Jarrow Robert a, Robert A Jarrow m. fl.
Inbunden, 2023
2703 kr
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This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contributions of Peter to Quantitative Finance. A group of Peter's co-authors and professional friends contributed chapters for this Gedenkschrift …
INTRODUCTION TO DERIVATIVE SECURITIES, FINANCIAL MARKETS, AND RISK MANAGEMENT, AN (THIRD EDITION)
Av Robert A Jarrow, Arkadev Chatterjea
Häftad, 2024
1329 kr
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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 …
FINANCIAL DERIVATIVES PRICING: SELECTED WORKS OF ROBERT JARROW
Av Robert A Jarrow, Robert A Jarrow
Inbunden, 2008
2990 kr
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This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model, characterizations of …
ASSET PRICE BUBBLES: COMPETITIVE MARKET BUBBLES (IN 2 VOLUMES)
Inbunden, 2026
2409 kr
Kommande
Asset Price Bubbles (Volumes 1 and 2) are based on the two mechanisms used to characterize security prices in markets: no arbitrage (Volume 1) and equilibrium (Volume 2). No arbitrage is the weaker of the two assumptions, being implied by an equilibrium. Being a weaker assumption, it applies in …
