More Books:

Interest Rate Markets
Language: en
Pages: 346
Authors: Siddhartha Jha
Categories: Bonds
Type: BOOK - Published: 2011 - Publisher:

"The interest rate market is a marketplace for the allocation of trillions of dollars from savers to borrowers and institutions of all sizes and types participate in the market. As other fixed income markets have grown over the past two decades, managing interest rate risk inherent in almost any fixed
Handbook of Debt Securities and Interest Rate Derivatives
Language: en
Pages: 348
Authors: A V Rajwade
Categories: Derivative securities
Type: BOOK - Published: 2007 - Publisher: Tata McGraw-Hill Education

The importance of fixed income portfolios and the need to manage them prudently and optimally has grown rapidly in the recent years. Liberalization of the interest rate regime and consequent volatility of interest rates have added to both the risks and rewards of fixed income portfolios. Handbook of Debt Securities
Interest-Rate Management
Language: en
Pages: 341
Authors: Rudi Zagst
Categories: Business & Economics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics. Interesting
Interest Rate Derivatives Explained
Language: en
Pages: 207
Authors: J. Kienitz
Categories: Business & Economics
Type: BOOK - Published: 2014-12-05 - Publisher: Springer

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.
Interest Rate Derivatives Explained: Volume 2
Language: en
Pages: 248
Authors: Jörg Kienitz, Peter Caspers
Categories: Business & Economics
Type: BOOK - Published: 2017-11-24 - Publisher: Palgrave Macmillan

This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I. In particular we consider callable products such as Bermudan swaptions or exotic derivatives. The second part is on volatility modelling. The