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...

Πίνακας περιεχομένων:

• Chapter1 Goals of this Book and Global Overview
• Chapter2 Vanilla Bonds and Asset Swaps
• Chapter3 Callable (and Puttable) Bonds
• Chapter4 Structured Finance
• Chapter5 More Exotic Features
• Chapter6 Basis Hedging
• Chapter7 Exposures
• Chapter8 The Heston Model
• Chapter9 The SABR Model
• Chapter10 Term Structure Models
• Chapter11 Short Rate Models
• Chapter12 A Gaussian Rates-Credit pricing Framework
• Chapter13 Instantaneous Forward Rate Models
• Chapter14 The Libor Market Model
• Chapter15 Numerical Techniques.-.