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The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
Readership: Undergraduate and graduate students of economics, business, arts, science and engineering, and MBAs who would work in the finance industry.
ublisher : World Scientific Publishing Company
Publication date : May 3, 2024
Edition : 3rd
Language : English
File size : 33.9 MB
Print length : 762 pages
Jarrow, Robert A (author)_Chatterjea, Arkadev (author) - An Introduction to Deri.pdf
(9.98 MB, 需要: 25 个论坛币)
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