The Economic Foundations of Risk Management presents the theory, the practice, and applies this knowledge to provide a forensic analysis of some well-known risk management failures. By doing so, this
The Economic Foundations of Risk Management presents the theory, the practice, and applies this knowledge to provide a forensic analysis of some well-known risk management failures. By doing so, this
Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and al
The 23 papers Jarrow (Cornell U.) collects in this volume are a subset of his work in mathematical finance, focused on the topics of financial derivatives and risk management, which are topics of curr
Bringing a risk management approach to the study of fixed-income securities and interest rate options, this book applies a binomial option-pricing methodology to study the pricing and hedging of fixed
Jarrow (investment management, Cornell U.) and Chatterjea (business, U. of North Carolina-Chapel Hill) present a textbook introducing derivatives to graduate and undergraduate students of business. Th
Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the ma
