Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling

By Jorg Kienitz, Peter Caspers, Jörg Kienitz

​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

• Format: Paperback
• Language: English
• ISBN: 1349953784
• ISBN13: 9781349953783
• Release Date: August 2018
• Publisher: Palgrave MacMillan
• Length: 248 Pages
• Weight: 0.87 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"