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An Introduction to Derivative Securities, Financial Markets, and Risk Management Hardcover – 14 February 2013

4.0 out of 5 stars 12 ratings
Edition: 1st

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Product description

About the Author

Robert A. Jarrow is Chaired Professor of Finance at Cornell University. Professor Jarrow is among the most distinguished finance scholars of his generation. He is the co-developer of one of the most widely used pricing models in all of finance, the Heath-Jarrow-Morton (HJM) model for pricing interest-rate derivatives. He is the author of two advanced books, Modelling Fixed Income Securities and Interest Rate Options (McGraw, 1996) and Derivative Securities (with Stuart Turnbull, Southwestern, 2000).

Arka Chatterjea (Ph.D. Cornell) is a former student of Robert Jarrow's and is currently a Research Fellow at the Center for Excellence in Investment Management at the Kenan-Flagler Business School at the University of North Carolina, Chapel Hill. He has taught the derivatives course at Cornell, UNC, University of Colorado at Boulder, and Indiana University, Bloomington.

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Product details

  • Publisher ‏ : ‎ *Norton agency titles; 1st edition (14 February 2013)
  • Language ‏ : ‎ English
  • Hardcover ‏ : ‎ 800 pages
  • ISBN-10 ‏ : ‎ 0393913074
  • ISBN-13 ‏ : ‎ 978-0393913071
  • Dimensions ‏ : ‎ 21.34 x 3.81 x 26.16 cm
  • Customer Reviews:
    4.0 out of 5 stars 12 ratings

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azim sikandar
3.0 out of 5 stars Hull is much better than this book
Reviewed in India on 1 August 2016
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k s.
5.0 out of 5 stars Five Stars
Reviewed in India on 1 January 2018
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Rinald Murataj
5.0 out of 5 stars Concise, talks about usage of models (why and how to use BS), market manipulation and price bubbles. Much better than Hull
Reviewed in the United States on 23 November 2013
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Amazon Customer
5.0 out of 5 stars but the book itself was easy to follow and
Reviewed in the United States on 8 September 2015
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zango
5.0 out of 5 stars Thick book.
Reviewed in the United States on 9 October 2014
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