Robert Jarrow's Books

The Mathematics of Derivatives

Tools for Designing Numerical Algorithms

By: Robert L. Navin

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The Mathematics of Derivatives

Tools for Designing Numerical Algorithms

By: Robert L. Navin

Praise for The Mathematics of Derivatives "The Mathematics of Derivatives provides a concise pedagogical discussion of both fundamental and very recent developments in mathematical finance, and is particularly well suited for readers with a science or engineering background. It is written from the point of view of a physicist focused on providing an understanding of the methodology and the assumptions behind derivative pricing. Navin has a unique and elegant viewpoint, and will help mathematically sophisticated readers rapidly get up to speed in the latest Wall Street financial innovations." —David Montano, Managing Director JPMorgan Securities A stylish and practical introduction to the key concepts in financial mathematics, this book tackles key fundamentals in the subject in an intuitive and refreshing manner whilst also providing detailed analytical and numerical schema for solving interesting derivatives pricing problems. If Richard Feynman wrote an introduction to financial mathematics, it might look similar. The problem and solution sets are first rate." —Barry Ryan, Partner Bhramavira Capital Partners, London "This is a great book for anyone beginning (or contemplating), a career in financial research or analytic programming. Navin dissects a huge, complex topic into a series of discrete, concise, accessible lectures that combine the required mathematical theory with relevant applications to real-world markets. I wish this book was around when I started in finance. It would have saved me a lot of time and aggravation." —Larry Magargal

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207

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470099771

ISBN 13

9780470099773

The Church of England and the Durham Coalfield, 1810-1926

Clergymen, Capitalists and Colliers

By: Robert Lee

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The Church of England and the Durham Coalfield, 1810-1926

Clergymen, Capitalists and Colliers

By: Robert Lee

A detailed survey of the Anglican mission to the coalfields in an era where rapid industrialisation crucially affected the old ecclesiastical structures. In 1860 the Diocese of Durham launched a new mission to bring Christianity - and specifically Anglicanism - to the teeming population of the Durham coalfield. Over the preceding fifty years the Church of England had become increasingly marginalised as the coalfield population soared. Parish churches that had been built to serve a scattered, rural medieval population were no longer sufficiently close - or relevant - to the new industrial townships that werebeing constructed around the coalmines. The post-1860 mission was a belated attempt to reach out to the new coalfield population, and to rescue them from the forces of Methodism, labour militancy and irreligion. It was posited onthe need to build new churches, to delineate new parishes and to recruit a new type of clergyman: working-class and down-to-earth in origin and outlook, and somebody who could make an empathetic connection with his new parishioners. This book is a detailed exploration of the way in which the Church of England in Durham handled its mission. It follows the Church's relationship with the coalfield, which ranged from an early-nineteenth-century aloofness to an early-twentieth-century identification which many church leaders considered had gone too far, and in so doing reveals how the Durham experience relates to national attempts to maintain Anglicanism's relevance and presence in an increasingly secular and sceptical society. Dr ROBERT LEE lectures in History at the University of Teesside, Middlesbrough.

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Page Count

360

Publisher

Boydell & Brewer Ltd

Published Date

ISBN 10

1843833476

ISBN 13

9781843833475

The Encyclopedia of Medieval Literature in Britain, 4 Volume Set

By: Sian Echard,Robert Rouse

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The Encyclopedia of Medieval Literature in Britain, 4 Volume Set

By: Sian Echard,Robert Rouse

The Encyclopedia of Medieval Literature in Britain vereint erstmals wissenschaftliche Erkenntnisse zu Multilingualität und Interkulturalität im mittelalterlichen Britannien und bietet mehr als 600 fundierte Einträge zu Schlüsselpersonen, Zusammenhängen und Einflüssen in der Literatur vom fünften bis sechzehnten Jahrhundert. - Einzigartiger multilingualer, interkultureller Ansatz und die neuesten wissenschaftlichen Erkenntnisse. Das gesamte Mittelalter und die Bandbreite literarischer Sprachen werden abgedeckt. - Über 600 fundierte, verständliche Einträge zu Schlüsselpersonen, Texten, kritischen Debatten, Methoden, kulturellen Zusammenhängen sowie verwandte Terminologie. - Repräsentiert die gesamte Literatur der Britischen Inseln, einschließlich Alt- und Mittelenglisch, das frühe Schottland, die Anglonormannen, Nordisch, Latein und Französisch in Britannien, die keltische Literatur in Wales, Irland, Schottland und Cornwall. - Beeindruckende chronologische Darstellung, von der Invasion der Sachsen bis zum 5. Jahrhundert und weiter bis zum Übergang zur frühen Moderne im 16. Jahrhundert. - Beleuchtet die Überbleibsel mittelalterlicher britischer Literatur, darunter auch Manuskripte und frühe Drucke, literarische Stätten und Zusammenhänge in puncto Herstellung, Leistung und Rezeption sowie erzählerische Transformation und intertextuelle Verbindungen in dieser Zeit.

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Page Count

2102

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118396987

ISBN 13

9781118396988

The Northeast (Rough Guides Snapshot England)

By: Jules Brown,Phil Lee,Rob Humphreys,Robert Andrews

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The Northeast (Rough Guides Snapshot England)

By: Jules Brown,Phil Lee,Rob Humphreys,Robert Andrews

The Rough Guide Snapshot to The Northeast is the ultimate travel guide to this dramatic part of England. It guides you through the region with reliable information and comprehensive coverage of all the sights and attractions, from Hadrian's Wall to Holy Island and Durham Castle to Gateshead's BALTIC. Detailed maps and up-to-date listings pinpoint the best cafés, restaurants, hotels, bars and nightlife, ensuring you have the best trip possible, whether passing through, staying for the weekend or longer. Also included is the Basics section from the Rough Guide to England, with all the practical information you need for travelling in and around England, including transport, food, drink, costs, health, festivals, sports and outdoor activities. Also published as part of the Rough Guide to England. Full coverage: Durham, Beamish, Bishop Auckland, Locomotion, Barnard Castle, Teesdale, Weardale, the Allen Valley, Blanchland, Darlington, Middlesbrough, Saltburn, Newcastle upon Tyne, Wallsend and Segedunum, Bede's World, Sunderland, Washington, Hadrian's Wall, Vindolanda, Hexham, Corbridge, Northumberland National Park, Kielder Water, Rothbury, Wooler, Chillingham, Woodhorn, Warkworth, Alnmouth, Alnwick, Craster, Dunstanburgh, Seahouses, the Farne Islands, Bamburgh, Holy Island and Berwick-upon-Tweed. (Equivalent printed page extent 90 pages).

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Page Count

240

Publisher

Rough Guides UK

Published Date

ISBN 10

140936299X

ISBN 13

9781409362999

Managing Credit Risk

The Great Challenge for Global Financial Markets

By: John B. Caouette,Edward I. Altman,Paul Narayanan,Robert Nimmo

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Managing Credit Risk

The Great Challenge for Global Financial Markets

By: John B. Caouette,Edward I. Altman,Paul Narayanan,Robert Nimmo

Managing Credit Risk, Second Edition opens with a detailed discussion of today’s global credit markets—touching on everything from the emergence of hedge funds as major players to the growing influence of rating agencies. After gaining a firm understanding of these issues, you’ll be introduced to some of the most effective credit risk management tools, techniques, and vehicles currently available. If you need to keep up with the constant changes in the world of credit risk management, this book will show you how.

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Page Count

488

Publisher

John Wiley & Sons

Published Date

ISBN 10

111816069X

ISBN 13

9781118160695

Mathematics of Financial Markets

By: Robert J Elliott,P. Ekkehard Kopp

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Mathematics of Financial Markets

By: Robert J Elliott,P. Ekkehard Kopp

This book explores the mathematics that underpins pricing models for derivative securities such as options, futures and swaps in modern markets. Models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory.

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Page Count

298

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1475771460

ISBN 13

9781475771466

The Rough Guide to England

By: Robert Andrews

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The Rough Guide to England

By: Robert Andrews

The Rough Guide to England is the ultimate insider's guide to this fascinating country, with clear maps and detailed coverage of all the best attractions in England. Discover England's highlights with stunning photography and information on everything from how best to explore England's beautiful countryside to the country's rich collection of castles, cathedrals and prehistoric remains, with plenty of offbeat attractions along the way. Find detailed practical advice on what to see and do in England, relying on up-to-date reviews of the best hotels and restaurants, the most authentic pubs and clubs, and the most exciting activities and experiences. The Rough Guide to England also includes two sections covering pubs and pints and England's spectacular coastline. Explore every corner of this superb country with easy-to-use maps to help make sure you don't miss the unmissable. Make the most of your time in England with The Rough Guide to England.

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Page Count

1190

Publisher

Penguin

Published Date

ISBN 10

1405388455

ISBN 13

9781405388450

The Limits of Ancient Christianity

Essays on Late Antique Thought and Culture in Honor of R.A. Markus

By: Robert Austin Markus

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The Limits of Ancient Christianity

Essays on Late Antique Thought and Culture in Honor of R.A. Markus

By: Robert Austin Markus

Sixteen essays explore the end of ancient Christianity

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Page Count

380

Publisher

University of Michigan Press

Published Date

ISBN 10

0472109979

ISBN 13

9780472109975

Portfolio Risk Analysis

By: Gregory Connor,Lisa R. Goldberg,Robert A. Korajczyk

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Portfolio Risk Analysis

By: Gregory Connor,Lisa R. Goldberg,Robert A. Korajczyk

Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective. Beginning with mean-variance analysis and the capital asset pricing model, the authors give a comprehensive and detailed account of factor models, which are the key to successful risk analysis in every economic climate. Topics range from the relative merits of fundamental, statistical, and macroeconomic models, to GARCH and other time series models, to the properties of the VIX volatility index. The book covers both mainstream and alternative asset classes, and includes in-depth treatments of model integration and evaluation. Credit and liquidity risk and the uncertainty of extreme events are examined in an intuitive and rigorous way. An extensive literature review accompanies each topic. The authors complement basic modeling techniques with references to applications, empirical studies, and advanced mathematical texts. This book is essential for financial practitioners, researchers, scholars, and students who want to understand the nature of financial markets or work toward improving them.

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Page Count

400

Publisher

Princeton University Press

Published Date

ISBN 10

1400835291

ISBN 13

9781400835294

The Almanac of British Politics

By: Robert Waller,Byron Criddle

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The Almanac of British Politics

By: Robert Waller,Byron Criddle

The Almanac of British Politics' is a guide to the political status of the United Kingdom. It covers in detail each of the constituencies sending representatives to the House of Commons.

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Page Count

1094

Publisher

Taylor & Francis

Published Date

ISBN 10

0415378249

ISBN 13

9780415378246

The Derivatives Sourcebook

By: Terence Lim,Andrew Wen-Chuan Lo,Robert C. Merton

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The Derivatives Sourcebook

By: Terence Lim,Andrew Wen-Chuan Lo,Robert C. Merton

The Derivatives Sourcebook is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category. Over 1800 research articles are collected and organized into a simple web-based searchable database. We have also included the 1997 Nobel lectures of Robert Merton and Myron Scholes as a backdrop to this literature.

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Page Count

225

Publisher

Now Publishers Inc

Published Date

ISBN 10

1933019212

ISBN 13

9781933019215

Encyclopedia of Medieval Literature

By: Robert Thomas Lambdin,Laura Lambdin

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Encyclopedia of Medieval Literature

By: Robert Thomas Lambdin,Laura Lambdin

Often misleadingly called the Dark Ages, the period between the fall of Rome and the Renaissance was a time of great creativity. The Middle Ages gave rise to some of the world's most enduring and influential literary works, including Dante's Commedia, Chaucer's The Canterbury Tales, and a large body of Arthurian lore and legend. This reference is a comprehensive guide to literature written between 500 and 1500. While the volume is primarily devoted to the early literature of England, it also includes entries for historical persons and subjects of cultural relevance which would have been discussed in literary works or which might have affected their creation. Multicultural in scope, the book also covers Islamic, Hispanic, Celtic, Mongolian, Germanic, Italian, and Russian literature and culture of the Middle Ages. Longer entries provide thorough coverage of major English authors such as Chaucer and Malory, and of entire genres, such as drama, lyric, ballad, debate, saga, chronicle, and hagiography. Shorter entries examine particular literary works; significant kings, artists, explorers, and religious leaders; important themes, such as courtly love and chivalry; and major historical events, such as the Crusades. The entries are written by scholars and each entry concludes with a brief bibliography. The volume closes with a list of the most valuable general works for further reading.

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Page Count

561

Publisher

Bloomsbury Publishing USA

Published Date

ISBN 10

0313069506

ISBN 13

9780313069505

Foundations of the Pricing of Financial Derivatives

Theory and Analysis

By: Robert E. Brooks,Don M. Chance

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Foundations of the Pricing of Financial Derivatives

Theory and Analysis

By: Robert E. Brooks,Don M. Chance

An accessible and mathematically rigorous resource for masters and PhD students In Foundations of the Pricing of Financial Derivatives: Theory and Analysis two expert finance academics with professional experience deliver a practical new text for doctoral and masters’ students and also new practitioners. The book draws on the authors extensive combined experience teaching, researching, and consulting on this topic and strikes an effective balance between fine-grained quantitative detail and high-level theoretical explanations. The authors fill the gap left by books directed at masters’-level students that often lack mathematical rigor. Further, books aimed at mathematically trained graduate students often lack quantitative explanations and critical foundational materials. Thus, this book provides the technical background required to understand the more advanced mathematics used in this discipline, in class, in research, and in practice. Readers will also find: Tables, figures, line drawings, practice problems (with a solutions manual), references, and a glossary of commonly used specialist terms Review of material in calculus, probability theory, and asset pricing Coverage of both arithmetic and geometric Brownian motion Extensive treatment of the mathematical and economic foundations of the binomial and Black-Scholes-Merton models that explains their use and derivation, deepening readers’ understanding of these essential models Deep discussion of essential concepts, like arbitrage, that broaden students’ understanding of the basis for derivative pricing Coverage of pricing of forwards, futures, and swaps, including arbitrage-free term structures and interest rate derivatives An effective and hands-on text for masters’-level and PhD students and beginning practitioners with an interest in financial derivatives pricing, Foundations of the Pricing of Financial Derivatives is an intuitive and accessible resource that properly balances math, theory, and practical applications to help students develop a healthy command of a difficult subject.

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Page Count

631

Publisher

John Wiley & Sons

Published Date

ISBN 10

1394179650

ISBN 13

9781394179657

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

Asset and Risk Management

Risk Oriented Finance

By: Louis Esch,Robert Kieffer,Thierry Lopez

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Asset and Risk Management

Risk Oriented Finance

By: Louis Esch,Robert Kieffer,Thierry Lopez

The aim of this book is to study three essential components of modern finance – Risk Management, Asset Management and Asset and Liability Management, as well as the links that bind them together. It is divided into five parts: Part I sets out the financial and regulatory contexts that explain the rapid development of these three areas during the last few years and shows the ways in which the Risk Management function has developed recently in financial institutions. Part II is dedicated to the underlying theories of Asset Management and deals in depth with evaluation of financial assets and with theories relating to equities, bonds and options. Part III deals with a central theory of Risk Management, the general theory of Value at Risk or VaR, its estimation techniques and the setting up of the methodology. Part IV is the point at which Asset Management and Risk Management meet. It deals with Portfolio Risk Management (the application of risk management methods to private asset management), with an adaptation of Sharpe’s simple index method and the EGP method to suit VaR and application of the APT method to investment funds in terms of behavioural analysis. Part V is the point at which Risk Management and Asset and Liability Management (ALM) meet, and touches on techniques for measuring structural risks within the on and off balance sheet. The book is aimed both at financial professionals and at students whose studies contain a financial aspect. "Esch, Kieffer and Lopez have provided us with a comprehensive and well written treatise on risk. This is a must read, must keep volume for all those who need or aspire to a professional understanding of risk and its management." —Harry M Markowitz, San Diego, USA

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Page Count

424

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470012587

ISBN 13

9780470012581

Middle English Dictionary

Plan and bibliography

By: Robert E. Lewis,Mary Jane Williams

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Middle English Dictionary

Plan and bibliography

By: Robert E. Lewis,Mary Jane Williams

The final installment of the most important modern reference work for Middle English studies

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188

Publisher

University of Michigan Press

Published Date

ISBN 10

0472013106

ISBN 13

9780472013104

Straight From The Ragman's Horse

Tales of Childhood True and False

By: Robert Fenwick

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Straight From The Ragman's Horse

Tales of Childhood True and False

By: Robert Fenwick

Enclosed are one boy's tales of growing up in a tough working class neighbourhood in an industrial Tyneside town in the 1950s and 1960s. They are about real life and experience. However, the tales are also about truth, lies and betrayal. Comedy sits alongside pathos and tragedy, sometimes uncomfortably. They are fragments of the author's memories of those years but, quite possibly, they will also be part of the collective memory of other working class children of that era.

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Booktango

Published Date

ISBN 10

1468945041

ISBN 13

9781468945041

Book's by Robert Jarrow

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