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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...

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Main Authors: Kienitz, Jörg. (Author, http://id.loc.gov/vocabulary/relators/aut), Caspers, Peter. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2017.
Edition:1st ed. 2017.
Series:Financial Engineering Explained
Subjects:
Financial engineering.
Capital market.
Investment banking.
Securities.
Risk management.
Banks and banking.
Financial Engineering.
Capital Markets.
Investments and Securities.
Risk Management.
Banking.
Online Access:https://doi.org/10.1057/978-1-137-36019-9

Internet

https://doi.org/10.1057/978-1-137-36019-9

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