• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling

Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling

Paperback

Series: Financial Engineering Explained

Business GeneralInvesting & Finance

ISBN10: 1349953784
ISBN13: 9781349953783
Publisher: Palgrave Macmillan
Published: Aug 30 2018
Pages: 248
Weight: 0.87
Height: 0.58 Width: 6.14 Depth: 9.21
Language: English
​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

Also in

Investing & Finance