AN INTRODUCTION TO DERIVATIVE SECURITIES, FINANCIAL MARKETS, AND RISK MANAGEMENT(2ND EDITION)

Book ID/图书代码： 14600019C00017

English Summary/英文概要： My understanding of derivatives has been purely mathematical, so it’s great to learn about all the historical developments, the background material, and all the interesting anecdotes the authors have included. - Professor Kevin Aretz, University of Manchester, UK

This book’s interest rate derivatives chapters are some of the best chapters I have read, because the authors have provided an outstanding and distinctive work in teaching the basics, examples, and practical applications of interest rate derivatives and the Heath-Jarrow-Morton (HJM) model. - Professor Scott Fung, California State University, East Bay, USA

Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics

Chinese Summary/中文概要： 本书是HJM模型的参与开发者罗伯特•加罗及其学生阿卡德夫•查特吉的代表作，为学习和研究衍生证券和风险管理的读者提供了这个领域一个直观、易于理解的概论；* 本书在内容上循序渐进，直观且易于理解，它并没有过多涉及艰深晦涩的理论知识，而是以一种更实用的视角为人们介绍了这两种领域内颇具盛名的模型工具。此外，本书还配以多种案例和延伸阅读，帮助读者进行更好地理解； *作为衍生证券及其风险管理方面的经典教材，本书既适合金融、经济类学生以及相关专业教师、从业人员，也可作为MBA课程的教材，同时对该领域该兴趣的读者也可阅读学习。

Awards/获奖情况：The text is pleasantly different from others in the market, especially the clarity of the explanations provided for the concepts involved. The teaching slides provided are the best I have encountered to-date. --Dr Nagaratnam Jeyasreedharan, University of Tasmania, Australia

About the Author/作者介绍： Robert A Jarrow is the Ronald P and Susan E Lynch Professor of Investment Management at the Samuel Curtis Johnson Graduate School of Management, Cornell SC Johnson College of Business. He is among the most distinguished finance scholars of his generation. Jarrow has done research in nearly all areas of derivatives pricing. He is the co-developer of two widely used pricing models in finance, the Heath–Jarrow–Morton (HJM) model for pricing interest-rate derivatives and the reduced form model for pricing securities with credit risk. He is the author of more than 200 academic publications, seven books including Option Pricing (with Andrew Rudd, 1983), Modelling Fixed Income Securities and Interest Rate Options (1996), and Derivative Securities (with Stuart Turnbull, 2000), and several edited volumes.

Format:HARDCOVER

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