Interest Rate Derivatives Explained: Volume 2
Term Structure and Volatility Modelling
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Beschreibung
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
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 Includes supplementary material: sn.pub/extras
Autor*in
Jörg Kienitz
Themen in »Interest Rate Derivatives Explained: Volume 2«
Financial engineering Derivatives Finance Risk Management Banking Capital market Investments Securities Volatility investments and securities