Interest Rate Derivatives Explained - Kienitz J. | Libro Palgrave Macmillan 12/2014 - HOEPLI.it


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kienitz j. - interest rate derivatives explained

Interest Rate Derivatives Explained Volume 1: Products and Markets




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Dettagli

Genere:Libro
Lingua: Inglese
Pubblicazione: 12/2014
Edizione: 2014





Sommario

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




Trama

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.




Autore

Jörg Kienitz is Director, Assurance FSI at Deloitte Germany, where he is responsible for business development, team management, pricing models research and risk management practices of the unit. Previously, he was Head of Quantitative Analytics at Deutsche Postbank AG where he was involved in developing and implementing models for pricing complex derivatives structures and for asset allocation. He also lectures at university level on advanced financial modelling and implementation at the University of Oxford's part-time Masters of Finance course. Jörg works as an independent consultant for model development and validation as well as giving seminars for finance professionals. He is a speaker at a number of major financial conferences including Global Derivatives, WBS Fixed Income and RISK. Jörg is the member of the editorial board of International Review of Applied Financial Issues and Economics and holds a Ph.D. in stochastic analysis from the University of Bielefeld.







Altre Informazioni

ISBN:

9781137360069

Condizione: Nuovo
Collana: Financial Engineering Explained
Dimensioni: 235 x 155 mm Ø 460 gr
Formato: Copertina rigida
Pagine Arabe: 207
Pagine Romane: xiv






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