Interest Rate Derivatives Explained: Volume 2 Term Structure and Volatility Modelling /

• Κύριοι συγγραφείς: Kienitz, Jörg (Συγγραφέας), Caspers, Peter (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2017.
• Σειρά: Financial Engineering Explained
• Θέματα: Finance.; Banks and banking.; Investment banking.; Securities.; Risk management.; Capital market.; Financial engineering.; Financial Engineering.; Capital Markets.; Investments and Securities.; Risk Management.; Banking.

This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I. In particular we consider callable products such as Bermudan swaptions or exotic derivatives. The second part is on v...