WorldCat Identities

Jarrow, Robert A.

Overview
Works: 62 works in 230 publications in 2 languages and 3,732 library holdings
Genres: Software  Conference papers and proceedings 
Roles: Author, Editor, Speaker, Honoree
Classifications: HG6024.A3, 332.6452
Publication Timeline
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Most widely held works about Robert A Jarrow
 
Most widely held works by Robert A Jarrow
Option pricing by Robert A Jarrow( Book )

15 editions published in 1983 in English and Undetermined and held by 519 WorldCat member libraries worldwide

Derivative securities by Robert A Jarrow( Book )

37 editions published between 1995 and 2000 in English and Undetermined and held by 380 WorldCat member libraries worldwide

The author makes the theory and practice of pricing and hedging derivative securities accessible to mainstream students in a comprehensive manner
Finance by Robert A Jarrow( Book )

25 editions published between 1995 and 2006 in English and Undetermined and held by 320 WorldCat member libraries worldwide

The volume should serve as a primary reference work for financial economics and financial modelling students, faculty and practitioners. The e×pository 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
Finance theory by Robert A Jarrow( Book )

11 editions published in 1988 in English and Undetermined and held by 303 WorldCat member libraries worldwide

Modeling fixed-income securities and interest rate options by Robert A Jarrow( Book )

12 editions published between 2002 and 2007 in English and held by 205 WorldCat member libraries worldwide

This book teaches 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, " Jarrow is more concerned with presenting a coherent theoretical framework for understanding all basic models. His unified approach -- the Heath Jarrow Morton model -- under which all other models are presented as special cases, enhances understanding while avoiding repetition. The author's pricing model is widely used in today's securities industry. In this revised edition, the author has added new chapters to enrich coverage, and has modified the order of chapters slightly to smooth the progression of material from simple to complex
Modelling fixed income securities and interest rate options by Robert A Jarrow( Book )

16 editions published between 1995 and 1997 in English and Japanese and held by 189 WorldCat member libraries worldwide

Analiza: Títulos y valores; Tipos de interés; Mercados de opción y futuros; Swaps; Modelo de Heath-Jarrow-Morton
Advances in mathematical finance by Michael Fu( Book )

10 editions published in 2007 in English and held by 147 WorldCat member libraries worldwide

This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday. It covers topics, including: Theory and application of the Variance-Gamma process; Levy process driven fixed-income and credit-risk models, including CDO pricing; Numerical PDE and Monte Carlo methods; Asset pricing and derivatives valuation and hedging
Financial derivatives pricing : selected works of Robert Jarrow by Robert A Jarrow( Book )

10 editions published in 2008 in English and held by 132 WorldCat member libraries worldwide

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
Volatility : new estimation techniques for pricing derivatives( Book )

8 editions published in 1998 in English and held by 107 WorldCat member libraries worldwide

Written by a number of authors, this text is aimed at market practitioners and applies the latest stochastic volatility research findings to the analysis of stock prices. It includes commentary and analysis based on real-life situations
Over the rainbow : developments in exotic options and complex swaps by Robert A Jarrow( Book )

8 editions published in 1995 in English and held by 107 WorldCat member libraries worldwide

An introduction to derivative securities, financial markets, and risk management by Robert A Jarrow( Book )

8 editions published in 2013 in English and held by 44 WorldCat member libraries worldwide

Option pricing with random volatilities in complete markets by Laurence K Eisenberg( Book )

3 editions published in 1991 in English and held by 17 WorldCat member libraries worldwide

Derivative securities by Robert A Jarrow( Book )

1 edition published in 1996 in English and held by 9 WorldCat member libraries worldwide

Student solutions manual : An introduction to derivative securities, financial markets, and risk management by Robert A Jarrow( Book )

1 edition published in 2013 in English and held by 7 WorldCat member libraries worldwide

Derivative securities by Robert A Jarrow( )

1 edition published in 1996 in English and held by 6 WorldCat member libraries worldwide

Model error in contingent claim models : dynamic evaluation by Eric Jacquier( Book )

3 editions published in 1996 in English and held by 4 WorldCat member libraries worldwide

The pricing and hedging of options on financial securities subject to credit risk : the discrete time case by Robert A Jarrow( Book )

1 edition published in 1992 in English and held by 4 WorldCat member libraries worldwide

Modelling fixed income securities and interest rate options by Robert A Jarrow( )

1 edition published in 1996 in English and held by 4 WorldCat member libraries worldwide

Consensus beliefs equilibrium and market efficiency by David Easley( Book )

2 editions published in 1982 in English and held by 1 WorldCat member library worldwide

Liquidity premiums and the expectations hypothesis by Robert A Jarrow( Book )

2 editions published in 1980 in English and held by 1 WorldCat member library worldwide

 
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Audience Level
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  Kids General Special  
Audience level: 0.56 (from 0.19 for Financial ... to 0.96 for Derivative ...)

Alternative Names
Jarrow, R. A.

Jarrow, R. A. 1952-

Jarrow, Robert 1952-

Jarrow, Robert Alan 1952-

ジャロウ, ロバート・A

Languages
English (170)

Japanese (1)

Covers
FinanceModeling fixed-income securities and interest rate optionsModelling fixed income securities and interest rate optionsAdvances in mathematical financeFinancial derivatives pricing : selected works of Robert JarrowVolatility : new estimation techniques for pricing derivatives