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

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Author:Kienitz, Jörg
Date of Publication: 2018
Book classification:Business & Management,English Books
No. of pages:278 Pages
Format:Paperback

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About this Product

​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
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Specifications

SKU9781349953783
Manufacturer Number9781349953783
year published2018
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