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

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

By: Jorg Kienitz (author)Paperback

2 - 4 weeks availability

Description

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.

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About Author

Jorg 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. Jorg 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. Jorg 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.

Contents

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

  • publication date: 05/12/2014
  • ISBN13: 9781137360069
  • Format: Paperback
  • Number Of Pages: 221
  • ID: 9781137360069
  • weight: 355
  • ISBN10: 1137360062

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  • Saver Delivery: Yes
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