Jarrow, Robert A. Modelling fixed income securities and interest rate options. (English) Zbl 1079.91532 McGraw-Hill Series in Finance. New York, NY: McGraw-Hill (ISBN 0-07-912253-1). xvi, 256 p. (1996). Cited in 1 ReviewCited in 15 Documents MSC: 91-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance 91G20 Derivative securities (option pricing, hedging, etc.) PDFBibTeX XMLCite \textit{R. A. Jarrow}, Modelling fixed income securities and interest rate options. New York, NY: McGraw-Hill (1996; Zbl 1079.91532)