An Introduction to Derivative Securities, Financial Markets, and Risk Management: 2nd Edition
Brand: World Scientific Publishing Company
Categories: Books, Science & Math, Mathematics



Dimensions: 8.1 x 0.9 x 9.9 inches
Language: English
ISBN-10: 194465965X
Publisher: World Scientific US
Print length: 772 pages
Publication date: July 9, 2019
ISBN-13: 978-1944659653
Edition: 2nd
subtitle: 2nd Edition
author: Visit Amazon's Robert A Jarrow Page search results Robert A Jarrow Visit Amazon's Arkadev Chatterjea Page search results Arkadev Chatterjea
review: Editorial Reviews Review "The text is pleasantly different from others in the market, especially the clarity of the explanations provided for the concepts involved. The teaching slides provided are the best I have encountered to-date." -- Dr Nagaratnam Jeyasreedharan, University of Tasmania, Australia "I have read the whole book and I find it excellent. It's a great blend of theory and the 'institutional' aspects of derivatives trading." -- Professor Rafael de Santiago, IESE Business School, Spain "This book is a great resource for a rigorous introduction to derivatives, both pricing and markets. Thanks to an elaborate set of detailed examples, references to relevant case studies, a full set of worked solutions to problem sets and slides, using this book means reduced prep time without sacrificing the students' learning experience." -- Dr Thijs van der Heijden, University of Melbourne, Australia "My understanding of derivatives has been purely mathematical, so it's great to learn about all the historical developments, the background material, and all the interesting anecdotes the authors have included." -- Professor Kevin Aretz, University of Manchester, UK "This book's interest rate derivatives chapters are some of the best chapters I have read, because the authors have provided an outstanding and distinctive work in teaching the basics, examples, and practical applications of interest rate derivatives and the Heath-Jarrow-Morton (HJM) model." -- Professor Scott Fung, California State University, East Bay, USA