Interest Rate Derivatives Explained: Volume 2 Term Structure and Volatility Modelling /
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...
| Main Authors: | Kienitz, Jörg (Author), Caspers, Peter (Author) |
|---|---|
| Corporate Author: | SpringerLink (Online service) |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
2017.
|
| Series: | Financial Engineering Explained
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
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