Modelling fixed income securities and interest rate options
By: Robert A. Jarrow.
Series: McGraw-Hill series in finance
Publisher: McGraw-Hill
Published: 1996
Place of publication: New York
Language: eng
Number of pages: 256
Subjects: Interest rate futures -- Econometric models.; Options (Finance) -- Econometric models.; Fixed-income securities -- Econometric models.; Interest rate futures -- Econometric models -- Software.; Options (Finance) -- Econometric models -- Software.; Fixed-income securities -- Econometric models -- Software.
Notes: Includes bibliographical references and index.
System requirements for accompanying computer disk: requires Windows 3.1 and an IBM 386 or above.