WorldCat Identities

Jarrow, Robert A.

Overview
Works: 57 works in 203 publications in 2 languages and 3,285 library holdings
Genres: Conference proceedings  Software 
Roles: Author, Editor, Honoree
Classifications: HG6024.A3, 332.632
Publication Timeline
Key
Publications about  Robert A Jarrow Publications about Robert A Jarrow
Publications by  Robert A Jarrow Publications by Robert A Jarrow
Most widely held works about Robert A Jarrow
 
Most widely held works by Robert A Jarrow
Over the rainbow developments in exotic options and complex swaps by Robert A Jarrow ( )
6 editions published in 1995 in English and held by 566 WorldCat member libraries worldwide
Option pricing by Robert A Jarrow ( Book )
15 editions published in 1983 in English and Undetermined and held by 526 WorldCat member libraries worldwide
Finance by Robert A Jarrow ( Book )
24 editions published between 1995 and 2006 in English and Undetermined and held by 486 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
Derivative securities by Robert A Jarrow ( Book )
25 editions published between 1995 and 2000 in English and held by 353 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
Financial derivatives pricing selected works of Robert Jarrow by Robert A Jarrow ( )
8 editions published in 2008 in English and held by 351 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
Finance theory by Robert A Jarrow ( Book )
11 editions published in 1988 in English and Undetermined and held by 314 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 )
15 editions published between 1995 and 1997 in English and Japanese and held by 186 WorldCat member libraries worldwide
Volatility : new estimation techniques for pricing derivatives ( Book )
5 editions published in 1998 in English and held by 96 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
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 39 WorldCat member libraries worldwide
Advances in mathematical finance by Michael Fu ( )
9 editions published in 2007 in English and held by 28 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
Derivative securities : the complete investor's guide by Robert A Jarrow ( Book )
3 editions published in 1999 in English and held by 21 WorldCat member libraries worldwide
Option pricing with random volatilities in complete markets by Laurence K Eisenberg ( Book )
2 editions published in 1991 in English and held by 16 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 6 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 5 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 ( )
2 editions published in 1982 in English and held by 3 WorldCat member libraries worldwide
 
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Audience Level
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Audience Level
1
  Kids General Special  
Audience level: 0.63 (from 0.28 for Derivative ... to 0.97 for Model erro ...)
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 (149)
Japanese (1)
Covers