Background
Jarrow, Robert Alan was born on June 16, 1952 in Hackensack, New York, United States. Son of Benjamin Charles and Irene Elizabeth Jaworowski.
( This book teaches the basics of fixed-income securities...)
This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned on the job,” Jarrow is more concerned with presenting a coherent theoretical framework for understanding all basic models. His unified approachthe Heath Jarrow Morton modelunder which all other models are presented as special cases, enhances understanding while avoiding repetition. The author’s pricing model is widely used in today’s securities industry. In this revised edition, the author has added new chapters to enrich coverage, and has modified the order of chapters slightly to smooth the progression of material from simple to complex. Online material will be available with the text, replacing the diskette included in the first edition; lecture notes for instructors will be available on PowerPoint slides. MathWorks has provided a free online, limited version of the MATLAB’s financial derivatives toolbox, with which users of the book can apply the theory presented in each chapter.
http://www.amazon.com/gp/product/0804744386/?tag=2022091-20
( The first real introductory text in derivatives. Writ...)
The first real introductory text in derivatives. Written by Robert Jarrow, one of the true titans of finance, and his former student Arkadev Chatterjea, Introduction to Derivatives is the first text developed from the ground up for students taking the introductory derivatives course. The math is presented at the right level and is always motivated by what’s happening in the financial markets. And, as one of the developers of the Heath-Jarrow-Morton Model, Robert Jarrow presents a novel, accessible way to understand this important topic.
http://www.amazon.com/gp/product/0393913074/?tag=2022091-20
(Dramatic changes in U.S. law have increased the need to u...)
Dramatic changes in U.S. law have increased the need to understand the complex regulation of today's global capital and derivatives markets. U.S. Regulation of the International Securities and Derivatives Markets is the first truly comprehensive guide in this dynamic regulatory arena. This completely updated Eleventh Edition was authored by a team of attorneys at Cleary Gottlieb Steen & Hamilton LLP, one of the foremost law firms in international finance. U.S. Regulation of the International Securities and Derivatives Markets provides thoroughly up-to-date coverage of the SEC Securities Offering Reform rules, the impact of the Dodd-Frank Act and the Sarbanes-Oxley Act on public companies in the United States, and much more. Advising clients on cross-border securities transactions means dealing with a tangle of complex rules and requirements. This comprehensive reference explains in detail virtually everything your clients might want to know, including: The U.S. securities and commodities laws pertaining to foreign participants and financial products entering U.S. capital markets, and U.S. securities in international markets, including a comprehensive discussion of the requirements imposed by the Sarbanes-Oxley Act and the regulatory framework established by the Dodd-Frank Act. The rules and regulations affecting each participant, including foreign banks, broker-dealers, investment companies and advisers, futures commission merchants, commodity pool operators, commodity trading advisors, and others The rules and requirements behind different cross-border transactions, including private placements and Rule 144A, ADR programs, the U.S./Canadian MJDS, global offerings, and more The principal European Union measures governing securities offerings and ongoing reporting in the European Union Many additional regulatory issues, including enforcement and remedies, recent case interpretations, FINRA and other SRO rules, and much more
http://www.amazon.com/gp/product/1454851252/?tag=2022091-20
(Dramatic changes in U.S. law have increased the need to u...)
Dramatic changes in U.S. law have increased the need to understand the complex regulation of today's global capital and derivatives markets. U.S. Regulation of the International Securities and Derivatives Markets is the first truly comprehensive guide in this dynamic regulatory arena. This completely updated Ninth Edition was authored by a team of attorneys at Cleary Gottlieb Steen & Hamilton LLP, one of the foremost law firms in international finance. U.S. Regulation of the International Securities and Derivatives Markets provides thoroughly up-to-date coverage of the SEC Securities Offering Reform rules, the impact of the Dodd-Frank Act and the Sarbanes-Oxley Act on public companies in the United States, and much more. Advising clients on cross-border securities transactions means dealing with a tangle of complex rules and requirements. This comprehensive reference explains in detail virtually everything your clients might want to know, including: The U.S. securities and commodities laws pertaining to foreign participants and financial products entering U.S. capital markets, and U.S. securities in international markets, including a comprehensive discussion of the requirements imposed by the Sarbanes-Oxley Act and the reegulatory framework established by the Dodd-Frank Act. U.S. Regulation of the International Securities and Derivatives Markets, Tenth Edition is by far the most comprehensive reference of its kind. This is the only desk reference covering all U.S. laws and regulations affecting international securities offerings and foreign participants in U.S. capital markets. It explains dozens of topics that simply cannot be found in any other published source-saving you valuable research time, you'll have all the detailed information you need to guide clients through this dramatic new financial era.
http://www.amazon.com/gp/product/1454801204/?tag=2022091-20
("This self-contained book provides a through, unified pre...)
"This self-contained book provides a through, unified presentation of option pricing, incorporating . . .the important option models. . .A masterly synthesis of mathematics and finance, accompanied by charts and graphs, Option Pricing offers a comprehensive overview of the options market and strategies, as well as complete and useful discussions of the theory of options pricing. . ." This is considered to be a seminal work in options pricing.
http://www.amazon.com/gp/product/0870943782/?tag=2022091-20
(This is a reproduction of a book published before 1923. T...)
This is a reproduction of a book published before 1923. This book may have occasional imperfections such as missing or blurred pages, poor pictures, errant marks, etc. that were either part of the original artifact, or were introduced by the scanning process. We believe this work is culturally important, and despite the imperfections, have elected to bring it back into print as part of our continuing commitment to the preservation of printed works worldwide. We appreciate your understanding of the imperfections in the preservation process, and hope you enjoy this valuable book.
http://www.amazon.com/gp/product/1178548872/?tag=2022091-20
(This is a reproduction of a book published before 1923. T...)
This is a reproduction of a book published before 1923. This book may have occasional imperfections such as missing or blurred pages, poor pictures, errant marks, etc. that were either part of the original artifact, or were introduced by the scanning process. We believe this work is culturally important, and despite the imperfections, have elected to bring it back into print as part of our continuing commitment to the preservation of printed works worldwide. We appreciate your understanding of the imperfections in the preservation process, and hope you enjoy this valuable book.
http://www.amazon.com/gp/product/1295058111/?tag=2022091-20
(This is one of the only books to describe uncertain volat...)
This is one of the only books to describe uncertain volatility models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets. Uncertain volatility models place subjective constraints on the volatility of the stochastic process of the underlying asset and evaluate option portfolios under worst- and best-case scenarios. This book, which is bundled with software, is aimed at graduate students, researchers and practitioners who wish to study advanced aspects of volatility risk in portfolios of vanilla and exotic options. The reader is assumed to be familiar with arbitrage pricing theory.
http://www.amazon.com/gp/product/3540426574/?tag=2022091-20
consultant economics and finance educator
Jarrow, Robert Alan was born on June 16, 1952 in Hackensack, New York, United States. Son of Benjamin Charles and Irene Elizabeth Jaworowski.
Bachelor, Duke University, 1974. Master of Business Administration, Dartmouth College, 1976. Doctor of Philosophy, Massachusetts Institute of Technology, 1979.
Professor finance and economics Cornell University, Ithaca, New York, since 1979. Consultant Bank of America, San Francisco, 1987-1989, Merrill Lynch, 1994, Kamakura Corporation, since 1995, Federal Deposit Insurance Corporation, since 2003. Magnetar, 2005-2009.
(In one of the most intimate and courageous books ever wri...)
(This is one of the only books to describe uncertain volat...)
( This book teaches the basics of fixed-income securities...)
("This self-contained book provides a through, unified pre...)
(This is a reproduction of a book published before 1923. T...)
(This is a reproduction of a book published before 1923. T...)
(This book thoroughly explains the options markets. Moreov...)
( The first real introductory text in derivatives. Writ...)
(Book by Ken Trester, Robert Swanson)
(Dramatic changes in U.S. law have increased the need to u...)
(Dramatic changes in U.S. law have increased the need to u...)
Author: Option Pricing, 1983, Finance Theory, 1988, Modelling Fixed Income Securities and Interest Rate Options, 1996, 2d revised edition, 2002, Derivative Securities, 1996, 2000. Editor: Mathematical Finance, 2001-2006. Co-editor: Journal Derivatives, 1999—2002.
Associate editor: Review Derivatives Research, since 1997. Contributor articles.
Member American Finance Association, Economics Society, Operations Research Society, Society for Promotion Economics Theory, Mathematics Association American.
Married Gail Dian Goundry. Children: Kyle, Tate, Heather.