LIBROS DEL AUTOR: jorg kienitz

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  • Interest Rate Derivatives Explained
    Jörg Kienitz / Peter Caspers
    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 volatility modelling. The Heston and the SABR model are reviewed and analyzed in ...
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