Hidden Bibliographic Details
| ISBN: | 9789812819222
9812819223
9789812819208
9812819207
9812819215
9789812819215
|
|---|
| Notes: | Includes bibliographical references.
Print version record.
|
|---|
| Summary: | 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 the American put option, and the first applications of arbitrage pricing theory to market manipulation and liquidity risk. Part II relates to pricing derivatives under stochastic interest rates. Included is the paper introducing the famous Heath-Jarrow-Morton (HJM) model, together with papers on topics.
|
|---|
| Other form: | Print version: Jarrow, Robert A. Financial derivatives pricing. Singapore ; Hackensack, NJ : World Scientific, ©2008 9789812819208
|
|---|
