|Item||:||Interest Rate Derivatives Explained: Volume 1: Products and Markets [Hardcover]|
|Price||:||$52.99 (see below)|
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.1. Clearing, Collateral, Pricing 2. Rates 3. Markets and Products: Deposits, Bonds, Futures, Repo 4. Markets and Products: FRA and Swaps 5. Using Curves 6. Options I 7. Options II 8. Adjustments
'The credit crisis has caused a fundamental shift in how the market prices and risk manages derivatives. Although the literature on this subject is vast, this new book Interest Rate Derivatives Explained is a great starting point for quantitative analysts to gain an intuitive understanding of interest rate derivative pricing, post the financial crisis. Dr Kienitz managed to summarize the pertinent modelling aspects of current interest rate pricing methodologies in a concise easy-to-read book. Detailed practical examples will enable the reader to get up-to-speed with the latest interest rate pricing developments, in a short period of time.'
Roelof Sheppard, Head of Trading Model Validation, Standard Bank.
'J?rg Kienitz is an acknowledged expert and well-regarded practitioner in the field of interest rate modelling. This text is a near perfect combination of theory and practice after the financial crisis, and makes an important contribution to the current literature. I strongly recommend it as a companion text for all academics in mathematical finance, and am looking forward to Part 2.'
David Taylor, African Institute of Financial Markets and Risk Management, University of Cape Town.
'Interest rate derivative pricing has changed fundamentally over the last couple of years. Derivative payoff formulae used nowadays may seem generally less complex but the actual pricing of even the simpl“‹
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