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Editorial Reviews
Book Description
Accessible and intuitive Derivative Securities offers the practical tools needed to price and hedge derivatives in the professional marketplace.
About the Author
Robert A. Jarrow holds the Ronald P. and Susan E. Lynch Professor of Investment Management chair at the S.C. Johnson Graduate School of Management at Cornell University. Professor Jarrow has written over 70 articles which have appeared in many publications including: The Journal of Financial Economics, The Journal of Finance, The Journal of Banking and Finance, Journal of Financial and Quantitative Analysis, Econometrica, and Mathematical Finance. In addition to co- writing DERIVATIVE SECURITIES, now in its second edition, with Stuart Turnbull, (South-Western College Publishing, 2000), Professor Jarrow has also co-authored OPTION PRICING with Andrew Rudd (Irwin, 1983), Finance Theory (Prentice-Hall, 1988), and Modelling Fixed Income Securities and Interest Rate Options (1996, McGraw Hill). Professor Jarrow also serves as co-editor of The Journal of Derivatives and is Associate Editor of The Journal of Risk, and The International Journal of Bonds. He is and has been involved with many other publications.
The recipient of numerous awards, including the 1997 IAFE/SunGard Financial Engineer of the Year, and the Mobil Oil Scholarship in 1993, Professor Jarrow serves on many prestigious boards and holds several directorships including: Advisory Board Member, Center for Financial Engineering, National University of Singapore; Board Directors, The American Finance Association; Co-Director, Cornell University's Certificate in Financial Engineering Program; and Advisory Member, Merrill Lynch Academic Advisory Council.
Professor Jarrow has also worked as a consultant for the United States Securities and Exchange Commission and the United States Attorney's office. He has consulted for Kamakura Corporation, Citicorp, Merrill Lynch, Bankers Trust, and other global corporations. Professor Jarrow received his B.A. degree from Duke University, his MBA from Dartmouth College's Amos Tuck School of Business, and his Ph.D. from Massachusetts Institute of Technology.
Stuart M. Turnbull is Vice President of Global Analytics, the Canadian Imperial Bank of Commerce. He is in charge of developing the next generation of credit and market risk management models.
Prior to joining the Bank, Turnbull was the Bank of Montreal Professor of Banking and Finance, Queen's University (Canada), and a Research Fellow, Institute for Policy Analysis (Toronto). He is a graduate of the Imperial College of Science and Technology (London) and the University of British Columbia. He is the author of OPTION VALUATION, and (with Robert A. Jarrow) DERIVATIVE SECURITIES. Widely known, he has published over 30 articles in major finance and economic journals, and in law and economics journals, as well as many articles in practitioner journals. He is co-author with Robert Jarrow of the J-T model of pricing credit derivatives, which is widely used by financial institutions. He has been a consultant to many financial institutions.
Stuart M. Turnbull is an associate editor of Mathematical Finance, the Journal of Financial Engineering, the International Journal of Theoretical and Applied Finance, and has served as an associate editor for the Journal of Finance. --This text refers to an out of print or unavailable edition of this title.
Accessible and intuitive Derivative Securities offers the practical tools needed to price and hedge derivatives in the professional marketplace.
About the Author
Robert A. Jarrow holds the Ronald P. and Susan E. Lynch Professor of Investment Management chair at the S.C. Johnson Graduate School of Management at Cornell University. Professor Jarrow has written over 70 articles which have appeared in many publications including: The Journal of Financial Economics, The Journal of Finance, The Journal of Banking and Finance, Journal of Financial and Quantitative Analysis, Econometrica, and Mathematical Finance. In addition to co- writing DERIVATIVE SECURITIES, now in its second edition, with Stuart Turnbull, (South-Western College Publishing, 2000), Professor Jarrow has also co-authored OPTION PRICING with Andrew Rudd (Irwin, 1983), Finance Theory (Prentice-Hall, 1988), and Modelling Fixed Income Securities and Interest Rate Options (1996, McGraw Hill). Professor Jarrow also serves as co-editor of The Journal of Derivatives and is Associate Editor of The Journal of Risk, and The International Journal of Bonds. He is and has been involved with many other publications.
The recipient of numerous awards, including the 1997 IAFE/SunGard Financial Engineer of the Year, and the Mobil Oil Scholarship in 1993, Professor Jarrow serves on many prestigious boards and holds several directorships including: Advisory Board Member, Center for Financial Engineering, National University of Singapore; Board Directors, The American Finance Association; Co-Director, Cornell University's Certificate in Financial Engineering Program; and Advisory Member, Merrill Lynch Academic Advisory Council.
Professor Jarrow has also worked as a consultant for the United States Securities and Exchange Commission and the United States Attorney's office. He has consulted for Kamakura Corporation, Citicorp, Merrill Lynch, Bankers Trust, and other global corporations. Professor Jarrow received his B.A. degree from Duke University, his MBA from Dartmouth College's Amos Tuck School of Business, and his Ph.D. from Massachusetts Institute of Technology.
Stuart M. Turnbull is Vice President of Global Analytics, the Canadian Imperial Bank of Commerce. He is in charge of developing the next generation of credit and market risk management models.
Prior to joining the Bank, Turnbull was the Bank of Montreal Professor of Banking and Finance, Queen's University (Canada), and a Research Fellow, Institute for Policy Analysis (Toronto). He is a graduate of the Imperial College of Science and Technology (London) and the University of British Columbia. He is the author of OPTION VALUATION, and (with Robert A. Jarrow) DERIVATIVE SECURITIES. Widely known, he has published over 30 articles in major finance and economic journals, and in law and economics journals, as well as many articles in practitioner journals. He is co-author with Robert Jarrow of the J-T model of pricing credit derivatives, which is widely used by financial institutions. He has been a consultant to many financial institutions.
Stuart M. Turnbull is an associate editor of Mathematical Finance, the Journal of Financial Engineering, the International Journal of Theoretical and Applied Finance, and has served as an associate editor for the Journal of Finance. --This text refers to an out of print or unavailable edition of this title.
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- Advances in Futures and Options Research, Volume 9 (Advances in Futures and Options Research) (Advances in Futures and Options Research) (Advances in Futures and Options Research) by P. Ritchken on page 81, page 195, and page 231
- Derivatives: Valuation and Risk Management by David A. Dubofsky on page 514, page 548, and page 631
- Investment Mathematics by Andrew A. Adams on page 122, page 363, and page 397
- Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (The Wiley Finance Series) by Lionel Martellini on page 409, page 493, and page 528
- Quantitative Analysis in Financial Markets Volume I : Collected Papers of the New York University Mathematical Finance Seminar by New York University Mathematical Finance Seminar (1995-1998) on page 52, page 119, and page 203
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