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

Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained) Cover Image
By Jörg Kienitz, Peter Caspers
$49.99
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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: 9781137360182
ISBN-10: 1137360186
Publisher: Palgrave MacMillan
Publication Date: November 24th, 2017
Pages: 248
Language: English
Series: Financial Engineering Explained
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