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Robert A Jarrow

Robert A JarrowRobert A. Jarrow is Chaired Professor of Finance at Cornell University. Professor Jarrow is among the most distinguished finance scholars of his generation. He is the co-developer of one of the most widely used pricing models in all f finance, the Heath-Jarrow-Morton (HJM) model for pricing interest-rate derivatives. He is the author of two advanced books, Modelling Fixed Income Securities and Interest Rate Options (McGraw, 1996) and Derivative Securities (with Stuart Turnbull, Southwestern, 2000). Read More Read Less

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Modeling Fixed Income Securities and Interest Rate Options48 %
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Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Third Edition)NR
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Continuous-Time Asset Pricing Theory
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Modeling Fixed Income Securities and Interest Rate OptionsNR
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Peter Carr Gedenkschrift: Research Advances In Mathematical FinanceNR
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Introduction To Derivative Securities, Financial Markets, And Risk Management, An
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Continuous-Time Asset Pricing Theory50 %
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INTRODUCTION TO DERIVATIVE SECURITIES, FINANCIAL MARKETS AND RISK MANAGEMENT, 2ND EDITION42 %
Publisher: Rajkamal Prakashan
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Modeling Fixed-Income Securities and Interest Rate Options32 %
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01 Jul 2002
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Advances in Mathematical Finance51 %
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30 Jul 2007
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13.
Introduction To Derivative Securities, Financial Markets, And Risk Management, An48 %
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An Introduction to Derivative Securities, Financial Markets, and Risk Management33 %
Publisher: WW Norton & Co
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14 Feb 2013
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16.
Finance Theory10 % NR
Publisher: Longman
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01 Oct 1987
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17.
Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Third Edition)33 %
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18.
Fixed Income Securities and Interest Rates
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01 Jul 1998
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19.
Modeling Fixed Income Securities and Interest Rate Options
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17 Sep 2019
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