- Home
- Business & Economics
- Investments & Securities
- Modeling Fixed Income Securities and Interest Rate Options
Modeling Fixed Income Securities and Interest Rate Options
- Availability: Confirm prior to ordering
- Branding: minimum 50 pieces (add’l costs below)
- Check Freight Rates (branded products only)
Branding Options (v), Availability & Lead Times
- 1-Color Imprint: $2.00 ea.
- Promo-Page Insert: $2.50 ea. (full-color printed, single-sided page)
- Belly-Band Wrap: $2.50 ea. (full-color printed)
- Set-Up Charge: $45 per decoration
- Availability: Product availability changes daily, so please confirm your quantity is available prior to placing an order.
- Branded Products: allow 10 business days from proof approval for production. Branding options may be limited or unavailable based on product design or cover artwork.
- Unbranded Products: allow 3-5 business days for shipping. All Unbranded items receive FREE ground shipping in the US. Inquire for international shipping.
- RETURNS/CANCELLATIONS: All orders, branded or unbranded, are NON-CANCELLABLE and NON-RETURNABLE once a purchase order has been received.
Product Details
Overview
Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents 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," the third edition of this classic textbook is more focused with presenting a coherent theoretical framework for understanding all basic models.
The author’s unified approach—the Heath Jarrow Morton model—under which all other models are presented as special cases, enhances understanding of the material. The author’s pricing model is widely used in today’s securities industry. This new edition offers many updates to align with advances in the research and requires a minimum of prerequisites while presenting the basics of fixed-income securities.
Highlights of the Third Edition
.
