Jarrow, Robert A's Books

An Introduction to Derivative Securities, Financial Markets, and Risk Management

By: Jarrow, Robert A,Chatterjea, Arkadev

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An Introduction to Derivative Securities, Financial Markets, and Risk Management

By: Jarrow, Robert A,Chatterjea, Arkadev

Written by Robert Jarrow, one of the true titans of finance, and his former student Arkadev Chatterjea, Introduction to Derivatives is the first text developed from the ground up for students taking the introductory derivatives course. The math is presented at the right level and is always motivated by what 's happening in the financial markets. And, as one of the developers of the Heath-Jarrow-Morton Model, Robert Jarrow presents a novel, accessible way to understand this important topic.

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W. W. Norton & Company

Published Date

ISBN 10

0393913074

ISBN 13

9780393913071

Financial Derivatives Pricing

Selected Works of Robert Jarrow

By: Robert A. Jarrow

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Financial Derivatives Pricing

Selected Works of Robert Jarrow

By: Robert A. Jarrow

This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model, characterizations of the American put option, and the first applications of arbitrage pricing theory to market manipulation and liquidity risk.Part II relates to pricing derivatives under stochastic interest rates. Included is the paper introducing the famous Heath?Jarrow?Morton (HJM) model, together with papers on topics like the characterization of the difference between forward and futures prices, the forward price martingale measure, and applications of the HJM model to foreign currencies and commodities.Part III deals with the pricing of financial derivatives considering both stochastic interest rates and the likelihood of default. Papers cover the reduced form credit risk model, in particular the original Jarrow and Turnbull model, the Markov model for credit rating transitions, counterparty risk, and diversifiable default risk.

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609

Publisher

World Scientific

Published Date

ISBN 10

9812819207

ISBN 13

9789812819208

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

By: Robert A Jarrow,Arkadev Chatterjea

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

By: Robert A Jarrow,Arkadev Chatterjea

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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763

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World Scientific

Published Date

ISBN 10

9811291691

ISBN 13

9789811291692

Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Second Edition)

By: Robert A Jarrow,Arkadev Chatterjea

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Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Second Edition)

By: Robert A Jarrow,Arkadev Chatterjea

Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics.With its economics perspective, this rewritten and streamlined second edition textbook, is closely connected to real markets, and:Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry. Supplementary materials are available to instructors who adopt this textbook for their courses. These include:Solutions Manual with detailed solutions to nearly 500 end-of-chapter questions and problemsPowerPoint slides and a Test Bank for adoptersPRICED! In line with current teaching trends, we have woven spreadsheet applications throughout the text. Our aim is for students to achieve self-sufficiency so that they can generate all the models and graphs in this book via a spreadsheet software, Priced!

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772

Publisher

World Scientific

Published Date

ISBN 10

1944659579

ISBN 13

9781944659578

Modeling Fixed-Income Securities and Interest Rate Options

Second Edition

By: Robert A. Jarrow

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Modeling Fixed-Income Securities and Interest Rate Options

Second Edition

By: Robert A. Jarrow

This text seeks to teach the basics of fixed-income securities in a way that requires a minimum of prerequisites. Its approach - the Heath Jarrow Morton model - under which all other models are presented as special cases, aims to enhance understanding while avoiding repetition.

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376

Publisher

Stanford University Press

Published Date

ISBN 10

0804744386

ISBN 13

9780804744386

Continuous-Time Asset Pricing Theory

A Martingale-Based Approach

By: Robert A. Jarrow

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Continuous-Time Asset Pricing Theory

A Martingale-Based Approach

By: Robert A. Jarrow

Asset pricing theory yields deep insights into crucial market phenomena such as stock market bubbles. Now in a newly revised and updated edition, this textbook guides the reader through this theory and its applications to markets. The new edition features new results on state dependent preferences, a characterization of market efficiency and a more general presentation of multiple-factor models using only the assumptions of no arbitrage and no dominance. Taking an innovative approach based on martingales, the book presents advanced techniques of mathematical finance in a business and economics context, covering a range of relevant topics such as derivatives pricing and hedging, systematic risk, portfolio optimization, market efficiency, and equilibrium pricing models. For applications to high dimensional statistics and machine learning, new multi-factor models are given. This new edition integrates suicide trading strategies into the understanding of asset price bubbles, greatly enriching the overall presentation and further strengthening the book’s underlying theme of economic bubbles. Written by a leading expert in risk management, Continuous-Time Asset Pricing Theory is the first textbook on asset pricing theory with a martingale approach. Based on the author’s extensive teaching and research experience on the topic, it is particularly well suited for graduate students in business and economics with a strong mathematical background.

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Page Count

470

Publisher

Springer Nature

Published Date

ISBN 10

3030744108

ISBN 13

9783030744106

Modeling Fixed-Income Securities and Interest Rate Options

Second Edition

By: Robert A. Jarrow

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Modeling Fixed-Income Securities and Interest Rate Options

Second Edition

By: Robert A. Jarrow

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376

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Stanford University Press

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ISBN 10

0804744386

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9780804744386

Finance

By: R.A. Jarrow

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Finance

By: R.A. Jarrow

Hardbound. The Handbook of Finance is a primary reference work for financial economics and financial modeling students, faculty and practitioners. The expository treatments are suitable for masters and PhD students, with discussions leading from first principles to current research, with reference to important research works in the area. The Handbook is intended to be a synopsis of the current state of various aspects of the theory of financial economics and its application to important financial problems. The coverage consists of thirty-three chapters written by leading experts in the field. The contributions are in two broad categories: capital markets and corporate finance.

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1204

Publisher

Elsevier

Published Date

ISBN 10

044489084X

ISBN 13

9780444890849

Robert H. Jackson

New Deal Lawyer, Supreme Court Justice, Nuremberg Prosecutor

By: Gail Jarrow

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Robert H. Jackson

New Deal Lawyer, Supreme Court Justice, Nuremberg Prosecutor

By: Gail Jarrow

Kirkus Reviews Best Book Bank Street College of Education Best Book of the Year Meet Robert H. Jackson in an engaging biography, the first published in over fifty years. For four hours on November 21, 1945, the world watched and listened as Justice Robert H. Jackson, on leave from the U.S. Supreme Court, introduced the Allies' case against the high-ranking Nazi leadership at the Nuremberg Trial. For the first time, a country's leaders were being tried for war crimes, in large part owing to Jackson's efforts. Acclaimed author Gail Jarrow's biography Jackson details the personal journey of this extraordinary man from his childhood in rural New York; to President Franklin D. Roosevelt's New Deal inner circle during the Great Depression; to the position of attorney general while the nation prepared for World War II; to the Supreme Court bench when it ruled on such significant cases as Brown v. Board of Education of Topeka; and to chief U.S. prosecutor at the Nuremberg Trial. Despite his remarkable accomplishments, Jackson never attended college or earned a law degree. Using primary sources—including Jackson's papers in the Library of Congress and materials from the Robert H. Jackson Center in Jamestown, New York—Jarrow tells the fascinating story of a lawyer and judge dedicated to the rule of law. A timeline, bibliography, source notes, additional resources, and index are included.

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129

Publisher

Astra Publishing House

Published Date

ISBN 10

1590785118

ISBN 13

9781590785119

Continuous-Time Asset Pricing Theory

A Martingale-Based Approach

By: Robert A. Jarrow

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Continuous-Time Asset Pricing Theory

A Martingale-Based Approach

By: Robert A. Jarrow

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470

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Springer Nature

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3030744108

ISBN 13

9783030744106

American Murderer

The Parasite that Haunted the South

By: Gail Jarrow

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American Murderer

The Parasite that Haunted the South

By: Gail Jarrow

Included on NPR's 2022 "Books We Love" List Finalist, 2023 YALSA Award for Excellence in Nonfiction ALSC Notable Children's Book What made workers in the American South so tired and feeble during the 19th and early 20th centuries? This exciting medical mystery uncovers the secrets of the parasite hookworm, commonly known as the “American Murderer,” and is the latest title in Gail Jarrow’s (YALSA Excellence in Nonfiction for Young Adults award-winning author) Medical Fiascoes series. Imagine microscopic worms living in the soil. They enter your body through your bare feet, travel to your intestines, and stay there for years sucking your blood like vampires. You feel exhausted. You get sick easily. It sounds like a nightmare, but that’s what happened in the American South during the 1800s and early 1900s. Doctors never guessed that hookworms were making patients ill, but zoologist Charles Stiles knew better. Working with one of the first public health organizations, he and his colleagues treated the sick and showed Southerners how to protect themselves by wearing shoes and using outhouses so that the worms didn’t spread. Although hookworm was eventually controlled in the US, the parasite remains a serious health problem throughout the world. The topic of this STEM book remains relevant and will fascinate readers interested in medicine, science, history—and gross stories about bloodsucking creatures.

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162

Publisher

Astra Publishing House

Published Date

ISBN 10

163592829X

ISBN 13

9781635928297

Financial Derivatives Pricing

Selected Works of Robert Jarrow

By: Robert A. Jarrow

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Financial Derivatives Pricing

Selected Works of Robert Jarrow

By: Robert A. Jarrow

This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model, characterizations of the American put option, and the first applications of arbitrage pricing theory to market manipulation and liquidity risk.Part II relates to pricing derivatives under stochastic interest rates. Included is the paper introducing the famous HeathOCoJarrowOCoMorton (HJM) model, together with papers on topics like the characterization of the difference between forward and futures prices, the forward price martingale measure, and applications of the HJM model to foreign currencies and commodities.Part III deals with the pricing of financial derivatives considering both stochastic interest rates and the likelihood of default. Papers cover the reduced form credit risk model, in particular the original Jarrow and Turnbull model, the Markov model for credit rating transitions, counterparty risk, and diversifiable default risk.

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Page Count

609

Publisher

World Scientific

Published Date

ISBN 10

9812819223

ISBN 13

9789812819222

Robert H. Jackson

New Deal Lawyer, Supreme Court Justice, Nuremberg Prosecutor

By: Gail Jarrow

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Robert H. Jackson

New Deal Lawyer, Supreme Court Justice, Nuremberg Prosecutor

By: Gail Jarrow

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Page Count

129

Publisher

Astra Publishing House

Published Date

ISBN 10

1590785118

ISBN 13

9781590785119

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

By: Robert A Jarrow,Arkadev Chatterjea

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

By: Robert A Jarrow,Arkadev Chatterjea

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763

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World Scientific

Published Date

ISBN 10

9811291691

ISBN 13

9789811291692

Modeling Fixed Income Securities and Interest Rate Options

By: Robert Jarrow

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Modeling Fixed Income Securities and Interest Rate Options

By: Robert Jarrow

Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. 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. The author’s unified approach—the Heath Jarrow Morton model—under which all other models are presented as special cases, enhances understanding of the material. The author’s pricing model is widely used in today’s securities industry. This new edition offers many updates to align with advances in the research and requires a minimum of prerequisites while presenting the basics of fixed-income securities. Highlights of the Third Edition Chapters 1-16 completely updated to align with advances in research Thoroughly eliminates out-of-date material while advancing the presentation Includes an ample amount of exercises and examples throughout the text which illustrate key concepts .

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Page Count

385

Publisher

CRC Press

Published Date

ISBN 10

0429780214

ISBN 13

9780429780219

Economic Foundations Of Risk Management, The: Theory, Practice, And Applications

By: Robert A Jarrow

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Economic Foundations Of Risk Management, The: Theory, Practice, And Applications

By: Robert A Jarrow

The book is an ideal complement to existing monographs on financial risk management. The reader will benefit from a standard background in no-arbitrage pricing. A tour of risk types and risk management principles is presented in a terse, no-fuss manner. Plenty of pointers to additional literature are given, allowing the interested reader to go deeper into any of the topics presented.'Newsletter of the Bachelier Finance Society The Economic Foundations of Risk Management presents the theory, the practice, and applies this knowledge to provide a forensic analysis of some well-known risk management failures. By doing so, this book introduces a unified framework for understanding how to manage the risk of an individual's or corporation's or financial institution's assets and liabilities. The book is divided into five parts. The first part studies the markets and the assets and liabilities that trade therein. Markets are differentiated based on whether they are competitive or not, frictionless or not (and the type of friction), and actively traded or not. Assets are divided into two types: primary assets and financial derivatives. The second part studies models for determining the risks of the traded assets. Models provided include the Black-Scholes-Merton, the Heath-Jarrow-Morton, and the reduced form model for credit risk. Liquidity risk, operational risk, and trading constraint models are also contained therein. The third part studies the conceptual solution to an individual's, firm's, and bank's risk management problem. This formulation involves solving a complex dynamic programming problem that cannot be applied in practice. Consequently, Part IV investigates how risk management is actually done in practice via the use of diversification, static hedging, and dynamic hedging. Finally, Part V applies these collective insights to six case studies, which are famous risk management failures. These are Penn Square Bank, Metallgesellschaft, Orange County, Barings Bank, Long Term Capital Management, and Washington Mutual. The credit crisis is also discussed to understand how risk management failed for many institutions and why.

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206

Publisher

World Scientific

Published Date

ISBN 10

9813147539

ISBN 13

9789813147539

Book's by Jarrow, Robert A

An Introduction to Derivative Securities, Financial Markets, and Risk Management

An Introduction to Derivative Securities, Financial Markets, and Risk Management

Financial Derivatives Pricing

Financial Derivatives Pricing

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

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

Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Second Edition)

Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Second Edition)

Modeling Fixed-Income Securities and Interest Rate Options

Modeling Fixed-Income Securities and Interest Rate Options

Continuous-Time Asset Pricing Theory

Continuous-Time Asset Pricing Theory

Modeling Fixed-Income Securities and Interest Rate Options

Modeling Fixed-Income Securities and Interest Rate Options

Finance

Finance

Robert H. Jackson

Robert H. Jackson

Continuous-Time Asset Pricing Theory

Continuous-Time Asset Pricing Theory

American Murderer

American Murderer

Financial Derivatives Pricing

Financial Derivatives Pricing

Robert H. Jackson

Robert H. Jackson

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

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

Modeling Fixed Income Securities and Interest Rate Options

Modeling Fixed Income Securities and Interest Rate Options

Economic Foundations Of Risk Management, The: Theory, Practice, And Applications

Economic Foundations Of Risk Management, The: Theory, Practice, And Applications

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