Continuous-Time Asset Pricing Theory by Robert A Jarrow
Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions).-
Stochastic Calculus for Finance I
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Stochastic Calculus for Finance II
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Interest Rate Models - Theory and Practice
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Financial Markets in Continuous Time
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Risk and Asset Allocation
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Stochastic Calculus of Variations in Mathematical Finance
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Modelling, Pricing, and Hedging Counterparty Credit Exposure
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Volterra Volatility Models
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Term-Structure Models
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Option Prices as Probabilities
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Contract Theory in Continuous-Time Models
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Financial Modeling
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Visual Explorations in Finance
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Financial Modeling, Actuarial Valuation and Solvency in Insurance
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Analytically Tractable Stochastic Stock Price Models
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Applications of Fourier Transform to Smile Modeling
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Computational Methods for Quantitative Finance
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Markets with Transaction Costs
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Interest-Rate Management
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Financial Markets Theory
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Mathematical Methods for Financial Markets
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Mathematics of Financial Markets
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Irrational Exuberance Reconsidered
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Credit Risk Valuation
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Asset Pricing
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CreditRisk+ in the Banking Industry
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A Game Theory Analysis of Options
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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
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Mathematical Finance - Bachelier Congress 2000
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Credit Risk: Modeling, Valuation and Hedging
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Empirical Techniques in Finance
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Efficient Methods for Valuing Interest Rate Derivatives
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Weak Convergence of Financial Markets
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Risk-Neutral Valuation
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Financial Modeling Under Non-Gaussian Distributions
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| ISBN 13 | |
| ISBN 10 | |
| Title | Continuous-Time Asset Pricing Theory |
| Author | Robert A Jarrow |
| Series | |
| Condition | Unavailable |
| Binding Type | |
| Publisher | |
| Year published | |
| Number of pages | |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |
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INTRODUCTION TO DERIVATIVE SECURITIES, FINANCIAL MARKETS, AND RISK MANAGEMENT, AN (THIRD EDITION)
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Modelling Fixed Income Securities and Interest Rate Options
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FINANCIAL DERIVATIVES PRICING: SELECTED WORKS OF ROBERT JARROW
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The ECONOMIC FOUNDATIONS OF RISK MANAGEMENT, THE: THEORY, PRACTICE, AND APPLICATIONS
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PETER CARR GEDENKSCHRIFT: RESEARCH ADVANCES IN MATHEMATICAL FINANCE
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Option Pricing
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Derivative Securities
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Volatility
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Modeling Fixed-Income Securities and Interest Rate Options
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