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An introduction to derivative securities, financial markets, and risk management.

9780393913071

An introduction to derivative securities, financial markets, and risk management.

Jarrow, Robert A. and Arkadev Chatterjea.

W.W. Norton

2013

880 pages

$135.00

Hardcover

HG6024

Jarrow (investment management, Cornell U.) and Chatterjea (business, U. of North Carolina-Chapel Hill) present a textbook introducing derivatives to graduate and undergraduate students of business. Their treatment is distinctly economic rather than quantitative, and they emphasize risk management. After introductory chapters, they cover forwards and futures, options, and interest rate derivatives. Among the topics are stocks, arbitrage and trading, the extended cost-of-carry model, the multi-period binomial model, and interest rate swaps.

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Publication:Reference & Research Book News
Article Type:Brief article
Date:Apr 1, 2013
Words:104
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