Jarrow, Robert A.
Overview
Works:  64 works in 257 publications in 1 language and 4,131 library holdings 

Genres:  Conference papers and proceedings Filmed interviews 
Roles:  Author, Editor, Speaker, Other, Thesis advisor, Honoree 
Classifications:  HG6024.A3, 332.6452 
Publication Timeline
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Most widely held works about
Robert A Jarrow
 Controllability of HeathJarrowMortonMusiela interest rate models by Thahir Bosch( )
Most widely held works by
Robert A Jarrow
Option pricing by
Robert A Jarrow(
Book
)
17 editions published in 1983 in English and Undetermined and held by 521 WorldCat member libraries worldwide
17 editions published in 1983 in English and Undetermined and held by 521 WorldCat member libraries worldwide
Derivative securities by
Robert A Jarrow(
Book
)
44 editions published between 1995 and 2000 in English and Undetermined and held by 417 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
44 editions published between 1995 and 2000 in English and Undetermined and held by 417 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
)
32 editions published between 1995 and 2006 in English and Undetermined and held by 340 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
32 editions published between 1995 and 2006 in English and Undetermined and held by 340 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
)
12 editions published in 1988 in English and Undetermined and held by 308 WorldCat member libraries worldwide
12 editions published in 1988 in English and Undetermined and held by 308 WorldCat member libraries worldwide
Advances in mathematical finance by
Michael C Fu(
Book
)
10 editions published in 2007 in English and held by 145 WorldCat member libraries worldwide
This selfcontained 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 stateoftheart developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday. Specific topics covered include: @*Theory and application of the VarianceGamma process @* Lévy process driven fixedincome and creditrisk models, including CDO pricing @* Numerical PDE and Monte Carlo methods @* Asset pricing and derivatives valuation and hedging @* Itô formulas for fractional Brownian motion @* Martingale characterization of asset price bubbles @* Utility valuation for credit derivatives and portfolio management Advances in Mathematical Finance is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering. Contributors: H. Albrecher, D.C. Brody, P. Carr, E. Eberlein, R.J. Elliott, M.C. Fu, H. Geman, M. Heidari, A. Hirsa, L.P. Hughston, R.A. Jarrow, X. Jin, W. Kluge, S.A. Ladoucette, A. Macrina, D.B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M. Yor, T. Zariphopoulou
10 editions published in 2007 in English and held by 145 WorldCat member libraries worldwide
This selfcontained 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 stateoftheart developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday. Specific topics covered include: @*Theory and application of the VarianceGamma process @* Lévy process driven fixedincome and creditrisk models, including CDO pricing @* Numerical PDE and Monte Carlo methods @* Asset pricing and derivatives valuation and hedging @* Itô formulas for fractional Brownian motion @* Martingale characterization of asset price bubbles @* Utility valuation for credit derivatives and portfolio management Advances in Mathematical Finance is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering. Contributors: H. Albrecher, D.C. Brody, P. Carr, E. Eberlein, R.J. Elliott, M.C. Fu, H. Geman, M. Heidari, A. Hirsa, L.P. Hughston, R.A. Jarrow, X. Jin, W. Kluge, S.A. Ladoucette, A. Macrina, D.B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M. Yor, T. Zariphopoulou
Financial derivatives pricing : selected works of Robert Jarrow by
Robert A Jarrow(
Book
)
12 editions published in 2008 in English and held by 137 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 BlackScholesMerton 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 HeathJarrowMorton (HJM) model, together with papers on topics
12 editions published in 2008 in English and held by 137 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 BlackScholesMerton 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 HeathJarrowMorton (HJM) model, together with papers on topics
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 112 WorldCat member libraries worldwide
8 editions published in 1995 in English and held by 112 WorldCat member libraries worldwide
Volatility : new estimation techniques for pricing derivatives(
Book
)
9 editions published in 1998 in English and held by 110 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 reallife situations
9 editions published in 1998 in English and held by 110 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 reallife situations
An introduction to derivative securities, financial markets, and risk management by
Robert A Jarrow(
Book
)
9 editions published in 2013 in English and held by 63 WorldCat member libraries worldwide
9 editions published in 2013 in English and held by 63 WorldCat member libraries worldwide
Robert Jarrow interview financial modeling(
Visual
)
1 edition published in 2008 in English and held by 28 WorldCat member libraries worldwide
This presentation, produced by Prendismo, features Robert Jarrow discussing the importance of risk management in the workplace
1 edition published in 2008 in English and held by 28 WorldCat member libraries worldwide
This presentation, produced by Prendismo, features Robert Jarrow discussing the importance of risk management in the workplace
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
3 editions published in 1991 in English and held by 17 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 8 WorldCat member libraries worldwide
1 edition published in 2013 in English and held by 8 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
)
2 editions published in 1992 in English and held by 5 WorldCat member libraries worldwide
2 editions published in 1992 in English and held by 5 WorldCat member libraries worldwide
Model error in contingent claim models : dynamic evaluation by
Éric Jacquier(
Book
)
3 editions published in 1996 in English and held by 3 WorldCat member libraries worldwide
3 editions published in 1996 in English and held by 3 WorldCat member libraries worldwide
Real assets, technology and the arbitrage pricing theorem by
Robert A Jarrow(
Book
)
2 editions published in 1980 in English and held by 1 WorldCat member library worldwide
2 editions published in 1980 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
2 editions published in 1980 in English and held by 1 WorldCat member library worldwide
The stoploss startgain paradox and option valuation by
Peter Carr(
Book
)
2 editions published in 1988 in English and held by 1 WorldCat member library worldwide
2 editions published in 1988 in English and held by 1 WorldCat member library 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
2 editions published in 1982 in English and held by 1 WorldCat member library worldwide
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Related Identities
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 Rudd, Andrew
 Turnbull, Stuart M. (Stuart McLean) 1947 Honoree
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 Elliott, Robert J. (Robert James) 1940 Editor
 Madan, Dilip B. Honoree
 Fu, Michael 1962 Editor
 Chatterjea, Arkadev
Useful Links
Associated Subjects
Arbitrage Business Capital assets pricing model Capital market Contingent valuation Derivative securities Derivative securitiesMathematical models Derivative securitiesPrices Derivative securitiesPricesMathematical models Economics, Mathematical Engineering mathematics Error analysis (Mathematics) Finance FinanceMathematical models Financial futures Financial institutions Heath, David C InterestMathematical models InvestmentsMathematical models InvestmentsMathematics Jarrow, Robert A Lévy processes Mathematics Monte Carlo method Musiela, Marek, Options (Finance) Options (Finance)Mathematical models Options (Finance)Prices Options (Finance)PricesMathematical models Options (Finance)ValuationMathematical models Organizational effectiveness Risk management Risk managementMathematical models Securities SecuritiesMathematical models Stochastic processes Stock price forecastingMathematical models Swaps (Finance) United States
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
ロバート・ジャロー
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