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An Introduction To Derivative Securities, Financial Markets, And Risk Management (Third Edition) - Softcover

Jarrow, Robert A; Chatterjea, Arkadev

 
9789811292507: An Introduction To Derivative Securities, Financial Markets, And Risk Management (Third Edition)
Softcover
ISBN 10: 9811292507 ISBN 13: 9789811292507
Publisher: World Scientific Publishing Co Pte Ltd, 2024

Synopsis

The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options

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"synopsis" may belong to another edition of this title.

Publisher
World Scientific Publishing Co Pte Ltd
Publication date
2024
Language
English
ISBN 10 
9811292507
ISBN 13 
9789811292507
Binding
Paperback
Number of pages
764