The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of
This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, a
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
This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the t