Interest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained)

Interest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained)

By: Jorg Kienitz (author)Hardback

Special OrderSpecial Order item not currently available. We'll try and order for you.


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.

About Author

Joerg 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. Joerg 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. Joerg 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.


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

Product Details

  • ISBN13: 9781137360069
  • Format: Hardback
  • Number Of Pages: 207
  • ID: 9781137360069
  • weight: 460
  • ISBN10: 1137360062

Delivery Information

  • Saver Delivery: Yes
  • 1st Class Delivery: Yes
  • Courier Delivery: Yes
  • Store Delivery: Yes

Prices are for internet purchases only. Prices and availability in WHSmith Stores may vary significantly