確定利付証券と金利オプションのモデリング（第３版）
Modeling Fixed Income Securities and Interest Rate Options
Chapman and Hall/CRC Financial Mathematics Series
Jarrow, Robert
- 出版社：CRC Press
- 出版年月：2019年 09月
- ISBN：9781138360990
- 装丁：HRD
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装丁について
- 言語：ENG
- 版次：3RD
- 巻数・ページ数：368 p.
- DDC分類：332.6323
- 内容紹介：
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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.