Term Structure and Volatility Modelling
by
Jörg Kienitz, Peter Caspers
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...