123 results on '"Jarrow, Robert A."'
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2. Correction to: Continuous-Time Asset Pricing Theory
3. Super- and Sub-Replication
4. Incomplete Markets (Utility Over Terminal Wealth)
5. Incomplete Markets (Utility Over Intermediate Consumption and Terminal Wealth)
6. Equilibrium
7. A Representative Trader Economy
8. Basis Assets, Multiple-Factor Beta Models, and Systematic Risk
9. Reduced Form Credit Risk Models
10. Stochastic Processes
11. The Auxiliary Markets
12. Portfolio Optimization
13. The Black Scholes Merton Model
14. Arbitrage Pricing Theory
15. Continuous-Time Asset Pricing Theory
16. The Trading Constrained Market
17. Asset Price Bubbles
18. Market Informational Efficiency
19. The Heath Jarrow Morton Model
20. The Fundamental Theorems
21. Utility Functions
22. Complete Markets (Utility Over Terminal Wealth)
23. Characterizing the Equilibrium
24. Incomplete Markets
25. Epilogue (The Fundamental Theorems and the CAPM)
26. The Expectations Hypothesis
27. Swaps, Caps, Floors, and Swaptions
28. Forwards and Futures
29. Bond Trading Strategies – The Theory
30. The Evolution of the Term Structure of Interest Rates
31. Extensions
32. Modeling Fixed Income Securities and Interest Rate Options
33. Bond Trading Strategies – An Example
34. Continuous-Time Limits
35. Contingent Claims Valuation – Theory
36. Coupon Bonds
37. Introduction
38. Interest Rate Exotics
39. The Term Structure of Interest Rates
40. Options on Bonds
41. The Classical Approach
42. Traded Securities
43. Trading Strategies, Arbitrage Opportunities, and Complete Markets
44. Parameter Estimation
45. An Introduction to Derivative Securities, Financial Markets, and Risk Management
46. A Representative Trader Economy
47. Asset Price Bubbles
48. Portfolio Optimization
49. Stochastic Processes
50. The Fundamental Theorems
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