Tabla de Contenidos: “…v. I. The Jarrow lectures, 1958-1978 ; v. II. 1979-1993…”

Tabla de Contenidos: “…Life of Cuthbert / Bede ; Life of Wilfrid / Eddius Stephanus ; Lives of the abbots of Wearmouth and Jarrow / Bede ; The voyage of St. Brendan…”

Tabla de Contenidos: “…Monte Carlo simulation; 8. The Heath/ Jarrow/ Morton model; A. Interfacing between C++ and Microsoft Excel; B. …”

Tabla de Contenidos: “…Brown -- Secular and political contexts / James Campbell -- The world of Latin learning / Rosalind Love -- Church and monastery in Bede's Northumbria / Sarah Foot -- British and Irish contexts / Clare Stancliffe -- The foundation of Bede's Wearmouth-Jarrow / Ian Wood -- Pt. 2. Bede's writings. Bede and education / Calvin B. …”

“…They cover structural models, including Merton and Black and Cox; empirical models, such as the Z-score model; and reduced-form models, such as Jarrow-Turnbull. The authors also present detailed explanations of two widely used instruments: credit default swaps (CDSs) and collateralized debt obligations (CDOs). …”

Tabla de Contenidos: “…Rating Based Modeling; 4.1 Introduction; 4.2 Reduced Form and Intensity Models; 4.2.1 The Model by Jarrow and Turnbull (1995); 4.2.2 The Model Suggested by Madan and ̈ Unal (1998); 4.2.3 The Model Suggested by Lando (1998)…”

Tabla de Contenidos: “…References Chapter 7: The Liquidity Premium; References; Chapter 8: Term Structure Modeling Using Exponential Splines; Introduction; Concepts and Terms; The Model; References; Chapter 9: The Heath, Jarrow, Morton Model; References; Part Three: General Equilibrium; Chapter 10: Introduction to Part III; Chapter 11: The Economics of Interest Rates; Abstract; Introduction; Optimal Investment Strategies; The Equilibrium Economy; Examples; Term Structure Models; Conclusions; References; Chapter 12: General Equilibrium with Heterogeneous Participants and Discrete Consumption Times; Abstract…”

Tabla de Contenidos: “…4.6.2 Reducing Credit Exposure4.6.3 Credit Switches and Zero-Cost Credit Exposure; 4.6.4 Exposure to Market Sectors; 4.6.5 Credit Spreads; Reference; 5 Credit Derivatives Pricing and Valuation; 5.1 Introduction; 5.2 Pricing Models; 5.2.1 Structural Models; 5.2.2 Reduced Form Models; Jarrow, Lando and Turnbull (JLT) Model; Das-Tufano Model; Duffie-Singleton Approach; Recovery Rates; 5.3 Credit Spread Modelling; 5.4 Product Pricing Approach; 5.4.1 The Forward Credit Spread; 5.4.2 Asset Swaps Pricing; 5.4.3 Total Return Swap (TRS) Pricing; 5.5 Credit Curves; References…”

Tabla de Contenidos: “…Forward-rate models versus spot-rate models -- 6.1.3. The Heath-Jarrow-Morton framework -- 6.1.4. Construction of our model -- 6.2. …”