000			02338cam a2200385 i 4500
999			_c1411 _d1411
001			17574831
003			OSt
005			20200225142334.0
008			121228s2013 nyua b 001 0 eng
010			_a 2012048956
020			_a9780393913071 (hbk.)
020			_a0393913074 (hbk.)
040			_cRCU
042			_apcc
050	0	0	_aHG6024.A3 _bJ3747 2013
082	0	0	_a332.64/57 _223
100	1		_aJarrow, Robert A.
245	1	3	_aAn introduction to derivative securities, financial markets, and risk management / _cRobert A. Jarrow, Conell University, Arkadev Chatterjea, The University of North Carolina at Chapel Hill.
250			_aFirst Edition.
264		1	_aNew York : _bW. W. Norton and Company, _c2013.
300			_a1 volume (various pagings) : _billustrations (some color) ; _c26 cm
336			_atext _2rdacontent
337			_aunmediated _2rdamedia
338			_avolume _2rdacarrier
504			_aIncludes bibliographical references (pages R1-R7) and index.
505	0		_aPreface -- Introduction to derivatives -- Derivatives and risk management -- Interest rates -- Stocks -- Forwards and futures -- Options -- Arbitrage and trading -- Financial engineering and swaps -- Forwards and futures -- Forward and futures markets -- Futures trading -- Futures regulations -- The cost of carry model -- The extended cost of carry model -- Futures hedging -- Options -- Options markets and trading -- Option trading strategies -- Option relations -- Single period binomial model -- Multiperiod binomial model -- The black-scholes-merton model -- Using the black-scholes-merton model -- Interest rate derivatives -- Yields and forward rates -- Interest rate swaps -- Single period binomial hjm model -- Multiperiod binomial hjm model -- The hjm libor model -- Risk management models -- Appendix: mathematics and statistics -- References -- Notation -- Glossary -- Results -- Additional sources and websites -- Books on derivatives and risk management -- .
650		0	_aDerivative securities.
650		0	_aFinancial institutions.
650		0	_aCapital market.
650		0	_aRisk management.
700	1		_aChatterjea, Arkadev.
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2lcc _cRESERVE