Interest Rate Derivatives Explained: Volume 2
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Published By Palgrave Macmillan UK

9781137360182, 9781137360199
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Heston Model

2017 ◽  
pp. 73-85
Author(s):  
Jörg Kienitz ◽  
Peter Caspers
Keyword(s):  
Heston Model

Term Structure Models

2017 ◽  
pp. 125-137
Author(s):  
Jörg Kienitz ◽  
Peter Caspers
Keyword(s):  
Term Structure ◽  
Term Structure Models

Structured Finance

2017 ◽  
pp. 39-44
Author(s):  
Jörg Kienitz ◽  
Peter Caspers
Keyword(s):  
Structured Finance

Exposures

2017 ◽  
pp. 57-70
Author(s):  
Jörg Kienitz ◽  
Peter Caspers

The Libor Market Model

2017 ◽  
pp. 197-219
Author(s):  
Jörg Kienitz ◽  
Peter Caspers
Keyword(s):  
Market Model ◽  
Libor Market Model

Callability Features

2017 ◽  
pp. 15-37
Author(s):  
Jörg Kienitz ◽  
Peter Caspers

Short Rate Models

2017 ◽  
pp. 139-173
Author(s):  
Jörg Kienitz ◽  
Peter Caspers
Keyword(s):  
Short Rate Models
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