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

By Jörg Kienitz and Peter Caspers

​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: Hardcover
• Language: English
• ISBN: 1137360186
• ISBN13: 9781137360182
• Release Date: November 2017
• Publisher: Palgrave MacMillan
• Length: 248 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.8" x 6.7" x 9.7"