Books by Dr. Jarrow

Modeling Fixed Income Securities and Interest Rate Options: Third Edition

Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents 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,” the third edition of this classic textbook is more focused with presenting a coherent theoretical framework for understanding all basic models.

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An Introduction to Derivative Securities, Financial Markets, and Risk Management: 2nd Edition

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 mathematics. Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry.

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Continuous-Time Asset Pricing Theory: A Martingale-Based Approach

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 all of its extensions).

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The Economic Foundations of Risk Management: Theory, Practice, and Applications

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 book introduces a unified framework for understanding how to manage the risk of an individual’s or corporation’s or financial institution’s assets and liabilities.

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Financial Derivatives Pricing: Selected Works of Robert Jarrow

Financial Derivatives Pricing: Selected Works of Robert Jarrow. Publication date: 2008

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Modern Risk Management. A History

Modern Risk Management. A History. Contributing Author : Robert A. Jarrow. Publication date: July 2003.

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Volatility

Volatility. Author : Robert A. Jarrow. Publication date: June 1998.

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Asset & Liability Management: A Synthesis of New Methodologies

Asset & Liability Management: A Synthesis of New Methodologies. Contributors: Robert A. Jarrow & Donald R. van Deventer. Publication date: 1998.

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Derivatives Securities

Derivatives Securities. Author : Robert A. Jarrow, Stuart Turnbull. Publication date: February 1996.

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Over The Rainbow Developments in Exotic Options & Complex Swaps

Over The Rainbow Developments in Exotic Options & Complex Swaps. Author : Robert A. Jarrow. Publication date: January 1996.

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Modelling Fixed Income Securities and Interest Rate Options

Modelling Fixed Income Securities and Interest Rate Options. Author : Robert A. Jarrow. Publication date: October 1995.

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Finance Theory

Finance Theory. Author : Robert A. Jarrow. Publication date: January 1988.

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Option Pricing

Option Pricing. Author : Robert A. Jarrow. Publication date: August 1983.

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