Modeling Fixed-Income Securities and Interest Rate Options
Modeling Fixed-Income Securities and Interest Rate OptionsRobert A. Jarrow
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Modeling Fixed-Income Securities and Interest Rate Options

Modeling Fixed-Income Securities and Interest Rate Options Second Edition

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This text seeks to teach the basics of fixed-income securities in a way that requires a minimum of prerequisites. Its approach - the Heath Jarrow Morton model - under which all other models are presented as special cases, aims to enhance understanding while avoiding repetition.