Cover Image

Modelling fixed income securities and interest rate options /

Bibliographic Details
Main Author: Jarrow, Robert A.
Format: Book
Language:English
Published: New York : McGraw-Hill, [1996]
Series:McGraw-Hill series in finance.
Subjects:
Interest rate futures > Econometric models.
Options (Finance) > Econometric models.
Fixed-income securities > Econometric models.
Interest rate futures > Econometric models > Computer-assisted instruction.
Options (Finance) > Econometric models > Computer-assisted instruction.
Fixed-income securities > Econometric models > Computer-assisted instruction.
Description
Item Description:Second edition has spelling "Modeling" in title.
Physical Description:xvi, 256 pages : illustrations ; 24 cm. + 1 computer disk (3 1/2 in.).
Format:System requirements for accompanying computer disk: requires Windows 3.1 and an IBM 386 or above.
Bibliography:Includes bibliographical references and index.
ISBN:0079122531 (acid-free paper)
0070323739 (text alone)