In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have n

This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implicati

The most professional and industry relatable text currently available for linear interest rate derivatives. Written by a practicing derivatives portfolio manage

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

This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and po