Interest Rate Derivatives Explained: Volume 1: Products and Markets - Couverture souple

Kienitz, J.

Couverture souple

ISBN 10 : 1349953776 ISBN 13 : 9781349953776

Editeur : Palgrave Macmillan, 2019

Synopsis

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.

A propos du livre

À propos de l?auteur

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.

Détails de l'édition

• Éditeur: Palgrave Macmillan
• Date d'édition: 2019
• Langue: anglais
• ISBN 10: 1349953776
• ISBN 13: 9781349953776
• Reliure: Broché
• Nombre de pages: 224
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3,69115 Heidelberg, Germany; Heidelberg; 69115; Allemagne