J Kienitz: 2 books
Interest Rate Derivatives Explained
Volume 1: Products and Markets
Language: English
Release Date: December 5, 2014
Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.
Interest Rate Derivatives Explained: Volume 2
Term Structure and Volatility Modelling
Language: English
Release Date: November 8, 2017
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...