Buy new:
$201.95
Dispatched from: Amazon AU
Sold by: Amazon AU
$201.95
Temporarily out of stock.
Order now and we'll deliver when available. We'll e-mail you with an estimated delivery date as soon as we have more information. Your account will only be charged when we ship the item.
$$201.95 () Includes selected options. Includes initial monthly payment and selected options. Details
Price
Subtotal
$$201.95
Subtotal
Initial payment breakdown
Delivery cost, delivery date and order total (including tax) shown at checkout.
Ships from
Amazon AU
Amazon AU
Ships from
Amazon AU
Sold by
Amazon AU
Amazon AU
Sold by
Amazon AU
Returns
Eligible for change of mind returns within 30 days of receipt
Eligible for change of mind returns within 30 days of receipt
This item can be returned in its original condition within 30 days of receipt for change of mind. If this item is damaged or defective, you may be entitled to a remedy after 30 days. Visit Returning Faulty Items for more information.
Read our returns policies
Payment
Secure transaction
Your transaction is secure
We work hard to protect your security and privacy. Our payment security system encrypts your information during transmission. We don’t share your credit card details with third-party sellers, and we don’t sell your information to others. Learn more
$81.20
Fast Shipping! Free Upgrade to Priority Shipping. Products ship daily. Excellent customer service and Your Satisfaction is 100% Guaranteed! Book is in typical Used-Good Condition. It will show signs of wear to cover and/or pages. There may be underlining, highlighting, and or writing. May not include supplemental items (like discs, access codes, dust jacket, and other supplemental items). Will be a good legible Reading copy. Fast Shipping! Free Upgrade to Priority Shipping. Products ship daily. Excellent customer service and Your Satisfaction is 100% Guaranteed! Book is in typical Used-Good Condition. It will show signs of wear to cover and/or pages. There may be underlining, highlighting, and or writing. May not include supplemental items (like discs, access codes, dust jacket, and other supplemental items). Will be a good legible Reading copy. See less
$4.95 delivery 30 June - 4 July. Details
Only 1 left in stock.
$$201.95 () Includes selected options. Includes initial monthly payment and selected options. Details
Price
Subtotal
$$201.95
Subtotal
Initial payment breakdown
Delivery cost, delivery date and order total (including tax) shown at checkout.
Ships from and sold by Ultimate Treasures AU.
Kindle app logo image

Download the free Kindle app and start reading Kindle books instantly on your smartphone, tablet or computer—no Kindle device required.

Read instantly on your browser with Kindle for Web.

Using your mobile phone camera, scan the code below and download the Kindle app.

QR code to download the Kindle App

Follow the author

Arkadev Chatterjea
Follow
Something went wrong. Please try your request again later.

An Introduction to Derivative Securities, Financial Markets, and Risk Management Hardcover – 14 February 2013

by Robert A. Jarrow (Author), Arka Chatterjea (Author)
4.2 out of 5 stars 15 ratings
Edition: 1st
{"desktop_buybox_group_1":[{"displayPrice":"$201.95","priceAmount":201.95,"currencySymbol":"$","integerValue":"201","decimalSeparator":".","fractionalValue":"95","symbolPosition":"left","hasSpace":false,"showFractionalPartIfEmpty":true,"offerListingId":"iurl0B3JTdhvXSSZvl7WWsCce4E0HRjWvxADqQDKUwpqug42dzC%2FsBljZVqRLPYmSvwOjpUpvlDMt21pvdn7ch%2BbY2Qvks5R7ftAAlgfWDjFuqAmBqAzxHBRMzFrnP8o%2Fj2KuVkEW9Z2YzvXesk10zxwQbLAN3%2F2","locale":"en-AU","buyingOptionType":"NEW","aapiBuyingOptionIndex":0}, {"displayPrice":"$81.20","priceAmount":81.20,"currencySymbol":"$","integerValue":"81","decimalSeparator":".","fractionalValue":"20","symbolPosition":"left","hasSpace":false,"showFractionalPartIfEmpty":true,"offerListingId":"iurl0B3JTdhvXSSZvl7WWsCce4E0HRjWr%2BtBZu56ayOSv5Q6PpMSN1HfZDBcFLuwHaeQOuq9ziINoCahNdnd5uHxVF6%2BGUJOXUdlhyFTURWjcCoYOCTQ7a155Zo64t8HtT%2BNKLCqDCNHNQaAMxHoB4qa8zRn3D9yYw9VIQAryK34ge7Zz1iJph0x9gh6qv%2FZ","locale":"en-AU","buyingOptionType":"USED","aapiBuyingOptionIndex":1}]}

Purchase options and add-ons

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 intended 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.

Read more
Previous slide of product details
  1. ISBN-10
    0393913074
  2. ISBN-13
    978-0393913071
  3. Edition
    1st
  4. Publisher
    W. W. Norton & Company
  5. Publication date
    14 February 2013
  6. Language
    English
  7. Dimensions
    21.34 x 3.81 x 26.16 cm
  8. Print length
    800 pages
Next slide of product details

There is a newer edition of this item:

Introduction to Derivative Securities, Financial Markets, and Risk Management, an (Third Edition)
Introduction to Derivative Securities, Financial Markets, and Risk Management, an (Third Edition)
$281.32
Only 4 left in stock.

Product description

About the Author

Robert A. Jarrow is Chaired Professor of Finance at Cornell University. Professor Jarrow is among the most distinguished finance scholars of his generation. He is the co-developer of one of the most widely used pricing models in all of finance, the Heath-Jarrow-Morton (HJM) model for pricing interest-rate derivatives. He is the author of two advanced books, Modelling Fixed Income Securities and Interest Rate Options (McGraw, 1996) and Derivative Securities (with Stuart Turnbull, Southwestern, 2000).

Arka Chatterjea (Ph.D. Cornell) is a former student of Robert Jarrow’s and is currently a Research Fellow at the Center for Excellence in Investment Management at the Kenan-Flagler Business School at the University of North Carolina, Chapel Hill. He has taught the derivatives course at Cornell, UNC, University of Colorado at Boulder, and Indiana University, Bloomington.

Product details

  • Publisher ‏ : ‎ W. W. Norton & Company
  • Publication date ‏ : ‎ 14 February 2013
  • Edition ‏ : ‎ 1st
  • Language ‏ : ‎ English
  • Print length ‏ : ‎ 800 pages
  • ISBN-10 ‏ : ‎ 0393913074
  • ISBN-13 ‏ : ‎ 978-0393913071
  • Item weight ‏ : ‎ 1.73 kg
  • Dimensions ‏ : ‎ 21.34 x 3.81 x 26.16 cm
  • Customer Reviews:
    4.2 out of 5 stars 15 ratings

About the author

Follow authors to get new release updates, plus improved recommendations.
Arkadev Chatterjea

Arkadev Chatterjea

Brief content visible, double tap to read full content.
Full content visible, double tap to read brief content.

Arka's published works include:

* "As the Ganga Flows: A translation of Sarat Chandra Chatterjee's novella Chandranath" with Sudeshna and Rushtri Chatterjea.

* Academic articles in international journals.

* Essays "Academic Research" (with S P Moulik) and "Doctoral Education" in "The Oxford Companion to Economics in India."

* Op-ed articles in major Indian and US newspapers (mostly on Indian higher education).

* A textbook "An Introduction to Derivative Securities, Financial Markets, and Risk Management" (2013, 2019) with his former professor, Bob Jarrow of Cornell University. The book has seen classroom use in over 75 universities in 21 countries. There is a Chinese translation and an Indian edition.

A winner of research and teaching prizes in the USA, Arka has taught economics and finance in three continents.

Customer reviews

4.2 out of 5 stars
15 global ratings

Review this product

Share your thoughts with other customers
Write a customer review

Top reviews from Australia

There are 0 reviews and 0 ratings from Australia

Top reviews from other countries

  • Rinald Murataj
    5.0 out of 5 stars Concise, talks about usage of models (why and how to use BS), market manipulation and price bubbles. Much better than Hull
    Reviewed in the United States on 22 November 2013
    Format: HardcoverVerified Purchase
    This is a superb book for many reasons but the most important one is it makes you think properly about Derivatives and Financial Markets.
    Since Hull's book is considered as the "bible" in many business school, I would like to mention some characteristics that you have here and not in Hull's book, of course in my opinion:
    1. The book is concise(despite being thick), gives lots of examples, including case studies and industry examples.
    2. Covers firstly equity derivatives and then moves into interest rate derivatives (HJM), and who else to teach the HJM model better than it's creator Prof. Jarrow.
    3. The book covers the usage of Models. We all know that BS is strongly rejected by Market Data, why do we still use it, then. In Hull's it says, well because that's what practice does. First time I read it from Hull, it didn't make sense to me. In this book it covers why the model can still be applied and in what cases (used as a statistical model), but don't hedge with it in the normal sense, since the theoretical model was rejected by market data.
    4. Market manipulation is covered and what to do with the models if you believe market manipulation is present and how to see that
    5. Price Bubbles. Prof. Jarrow has been doing research in the last 10 years about Price Bubbles and he talks about the validity and usage of models when you can see price bubbles in the market (see = advanced statistical tools of checking market assumptions)
    Overall, I am very happy with this book, and I am glad I bought and it's on my book shelf.
    Report
  • k s.
    5.0 out of 5 stars Five Stars
    Reviewed in India on 1 January 2018
    Format: PaperbackVerified Purchase
    Great Introductory book
    Report
  • Amazon Customer
    5.0 out of 5 stars but the book itself was easy to follow and
    Reviewed in the United States on 7 September 2015
    Format: HardcoverVerified Purchase
    Overpriced as usual for the school textbook industry, but the book itself was easy to follow and understand
    Report
  • azim sikandar
    3.0 out of 5 stars Hull is much better than this book
    Reviewed in India on 1 August 2016
    Format: PaperbackVerified Purchase
    It is very very basic intro. Hull is much better than this book. No maths though in it.
    Report
  • zango
    5.0 out of 5 stars Thick book.
    Reviewed in the United States on 9 October 2014
    Format: HardcoverVerified Purchase
    Great book! Unfortunately professor never had us use it for my class. Lot's of info though!
    Report