{"product_id":"modeling-fixed-income-securities-and-interest-rate-options-9781032475264","title":"Modeling Fixed Income Securities and Interest","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cp\u003e\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cp\u003e \u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cp\u003e\u003cb\u003e\u003cem\u003eModeling Fixed Income Securities and Interest Rate Options, Third Edition\u003c\/em\u003e \u003c\/b\u003epresents 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. \u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cp\u003eThe author's unified approachthe Heath Jarrow Morton modelunder 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. \u003c\/p\u003e\u003cb\u003e\u003cbr\u003e\u003cbr\u003e\u003c\/b\u003e\u003cp\u003eHighlights of the Third Edition \u003c\/p\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eI INTRODUCTION\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eIntroduction\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eTraded Securities\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThe Classical Approach\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eII Theory\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThe Term Structure of Interest Rates\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThe Evolution of the Term Structure of Interest Rates\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThe Expectations Hypothesis \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eTrading Strategies, Arbitrage Opportunities, and Complete Markets\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eBond Trading Strategies—An Example\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eBond Trading Strategies—The Theory\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eContingent Claims Valuation—Theory \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eIII Applications \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eCoupon Bonds\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eOptions on Bonds\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eForwards and Futures\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eSwaps, Caps, Floors and Swaptions\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eInterest Rate Exotics\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eIV Implementation\/Estimation\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eContinuous-Time Limits\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eParameter Estimation\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eExtensions\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eIndex\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e","brand":"Taylor \u0026 Francis Ltd","offers":[{"title":"Default Title","offer_id":51019076206935,"sku":"9781032475264","price":43.99,"currency_code":"GBP","in_stock":true}],"url":"https:\/\/bookcurl.com\/products\/modeling-fixed-income-securities-and-interest-rate-options-9781032475264","provider":"Book Curl","version":"1.0","type":"link"}