Modeling fixed-income securities and interest rate options:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Stanford, Calif.
Stanford Univ. Press
2002
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Stanford economics and finance
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | XVI, 349 S. graph. Darst. |
| ISBN: | 0804744386 |
Internformat
MARC
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| 245 | 1 | 0 | |a Modeling fixed-income securities and interest rate options |c Robert A. Jarrow |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Stanford, Calif. |b Stanford Univ. Press |c 2002 | |
| 300 | |a XVI, 349 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 490 | 0 | |a Stanford economics and finance | |
| 500 | |a Includes bibliographical references and index | ||
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| 650 | 7 | |a Effecten |2 gtt | |
| 650 | 7 | |a Opties |2 gtt | |
| 650 | 7 | |a Portfolio-analyse |2 gtt | |
| 650 | 7 | |a Rente |2 gtt | |
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Datensatz im Suchindex
| _version_ | 1804132877913292800 |
|---|---|
| adam_text | Contents
Preface to the Second Edition
Prologue
Approach
Motivation
Methodology
Overview
References
PART I
Introduction
1
1.1
1.2
1.3
1.4
1.5
1.6
1.7
References
2
2.1
2.2
ix
x
2.3
2.4
Reference
PART II
Theory
3
The Term Structure of
Interest Rates
3.1
The Economy
3.2
The Traded Securities
3.3
Interest Rates
3.4
Forward Contracts
48
3.5
Futures Contracts
50
3.6
Option Contracts
52
3.7
Summary
References
41
4
4.1
4.2
4.3
4.4
4.5
References
5
5.1
5.2
5.3
5.4
Hypothesis
5.5
References
6
and Complete Markets
6.1
6.2
6.3
6.4
Contents xi
7
7.1
7.2
7.3
8
8.1
8.2
8.3
8.4
Appendix
References
9
9.1
9.2
9.3
9.4
Appendix
PART III
Applications
10
10.1
10.2
10.3
11
11.1
11.2
11.3
11.4
References
12
12.1
12.2
12.3
xii Contents
12.4
12.5
References
13
13.1
13.2
13.3
13.4
13.5
References
14
14.1
14.2
14.3
14.4
References
PART IV
Implementations
15
15.1
15.2
15.3
15.4
15.5
References
16
16.1
16.2
16.3
16.4
Appendix
References
Contents xiii
PART V
Extensions/Other
17
17.1
17.2
17.3
References
18
18.1
18.2
18.3
References
Index
|
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| author | Jarrow, Robert A. 1952- |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
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| id | DE-604.BV019416147 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:59:49Z |
| institution | BVB |
| isbn | 0804744386 |
| language | English |
| lccn | 2002030454 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-012877934 |
| oclc_num | 50478916 |
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| physical | XVI, 349 S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Stanford Univ. Press |
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| series2 | Stanford economics and finance |
| spelling | Jarrow, Robert A. 1952- Verfasser (DE-588)129325600 aut Modeling fixed-income securities and interest rate options Robert A. Jarrow 2. ed. Stanford, Calif. Stanford Univ. Press 2002 XVI, 349 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Stanford economics and finance Includes bibliographical references and index Econometrische modellen gtt Effecten gtt Opties gtt Portfolio-analyse gtt Rente gtt Termijnhandel gtt Valeurs mobilières à revenus fixes Fixed-income securities Zinsoption (DE-588)4234822-5 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 s Ökonometrisches Modell (DE-588)4043212-9 s DE-604 Zinsoption (DE-588)4234822-5 s Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012877934&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Jarrow, Robert A. 1952- Modeling fixed-income securities and interest rate options Econometrische modellen gtt Effecten gtt Opties gtt Portfolio-analyse gtt Rente gtt Termijnhandel gtt Valeurs mobilières à revenus fixes Fixed-income securities Zinsoption (DE-588)4234822-5 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| subject_GND | (DE-588)4234822-5 (DE-588)4121262-9 (DE-588)4043212-9 |
| title | Modeling fixed-income securities and interest rate options |
| title_auth | Modeling fixed-income securities and interest rate options |
| title_exact_search | Modeling fixed-income securities and interest rate options |
| title_full | Modeling fixed-income securities and interest rate options Robert A. Jarrow |
| title_fullStr | Modeling fixed-income securities and interest rate options Robert A. Jarrow |
| title_full_unstemmed | Modeling fixed-income securities and interest rate options Robert A. Jarrow |
| title_short | Modeling fixed-income securities and interest rate options |
| title_sort | modeling fixed income securities and interest rate options |
| topic | Econometrische modellen gtt Effecten gtt Opties gtt Portfolio-analyse gtt Rente gtt Termijnhandel gtt Valeurs mobilières à revenus fixes Fixed-income securities Zinsoption (DE-588)4234822-5 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| topic_facet | Econometrische modellen Effecten Opties Portfolio-analyse Rente Termijnhandel Valeurs mobilières à revenus fixes Fixed-income securities Zinsoption Festverzinsliches Wertpapier Ökonometrisches Modell |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=012877934&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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