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Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained) (Paperback)

Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained) Cover Image
By Jörg Kienitz, Peter Caspers
$62.49
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Description

​Reviews and analyses the Heston and the SABR model in detail
Considers derivatives and volatility modelling
Provides an overview of the numerical methods for successfully implementing the models.

Product Details
ISBN: 9781349953783
ISBN-10: 1349953784
Publisher: Palgrave MacMillan
Publication Date: August 30th, 2018
Pages: 248
Language: English
Series: Financial Engineering Explained
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