- Series: MIT Press
- Hardcover: 480 pages
- Publisher: The MIT Press; 1st edition (December 1, 2001)
- Language: English
- ISBN-10: 0262072238
- ISBN-13: 978-0262072236
- Product Dimensions: 7 x 1.2 x 10 inches
- Shipping Weight: 1.6 pounds (View shipping rates and policies)
- Amazon Best Sellers Rank: #1,904,524 in Books (See Top 100 in Books)
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Pricing Corporate Securities as Contingent Claims 1st Edition
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I am impressed by Dr. Garbade's ability to explain complex concepts in a clear and concise manner. In particular, his reliance on the so-called 'binomial' model, in lieu of the usual analytical/stochastic calculus approach to explain various points in contingent claims analysis, is a breath of fresh air. The book should be accessible to a much wider audience as a result.(Arthur Warga, Dean and Judge James A. Elkins Chair of Banking and Finance, C.T. Bauer College of Business, University of Houston)
Kenneth Garbade is a pioneer in applying rigorous thinking and analysis to fixed income problems. He also has a deep knowledge of bond markets. This book is typical Garbade: He provides careful analysis of significant problems while taking into account the important characteristics of bonds and markets. A must read for anyone interested in bonds.(Edward J. Elton, Nomura Professor of Finance, Stern School of Business, New York University, and President, American Finance Association, 1999)
A great book. There is no other volume that I am aware of that brings together the combination of theoretical and empirical material or that focuses on corporate liabilities and covers them as completely.(KMV Corporation)
About the Author
Kenneth D. Garbade is Senior Vice President, Money and Payments Studies Function, Research and Statistics Group, at the Federal Reserve Bank of New York. He is the author of Fixed Income Analytics (1996), Pricing Corporate Securities as Contingent Claims (2001), both published by the MIT Press, and other books.
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