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Derivative securities

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This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model, characterizations of the American put option, and the first applications of arbitrage pricing theory to market manipulation and liquidity risk.Part II relates to pricing derivatives under stochastic interest rates. Included is the paper introducing the famous Heath-Jarrow-Morton (HJM) model, together with papers on topics

Derivative securities --- Prices --- Mathematical models.

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Asset-backed financing --- Derivative securities --- Default (Finance)

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Investments --- Portfolio management --- Derivative securities --- Investment analysis --- Investments.

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Finance --- Handbooks, manuals, etc. --- Economics [Mathematical ] --- Derivative securities --- Prices --- Mathematics --- Options (Finance) --- Mathematical models --- Investments --- 517 --- intrest --- annuïteit