Vertel uw vrienden over dit artikel:
Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling - Financial Engineering Explained Jorg Kienitz Softcover reprint of the original 1st ed. 2017 edition
Heb je een profiel? Inloggen
Ontvang meldingen over nieuwe releases van Jorg Kienitz
Onze klanten zeggen:
Voeg toe aan uw iMusic-verlanglijst
Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling - Financial Engineering Explained
Jorg Kienitz
Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as Constant Maturity Swap options. We consider three main classes namely short rate models, instantaneous forward rate models and market models.
248 pages, 30 Tables, color; 62 Illustrations, black and white; XXVII, 248 p. 62 illus.
| Media | Boeken Paperback Book (Boek met zachte kaft en gelijmde rug) |
| Vrijgegeven | 30 augustus 2018 |
| ISBN13 | 9781349953783 |
| Uitgevers | Palgrave Macmillan |
| Pagina's | 248 |
| Afmetingen | 150 × 220 × 10 mm · 394 g |
| Taal en grammatica | Engels |
![Cover for Alexander Van Deursen · Digital Skills: Key to the Smart Society - Digital Education and Learning (Paperback Book) [Second Edition 2026 edition] (2026)](https://imusic.b-cdn.net/images/item/original/610/9781349961610.jpg?alexander-van-deursen-2026-digital-skills-key-to-the-smart-society-digital-education-and-learning-paperback-book&class=scaled&v=1780316042)
![Cover for Tracy Brain · The Pregnancy Question and the Novel: Detection and Concealment from Richardson to Hardy (Hardcover Book) [2025 edition] (2026)](https://imusic.b-cdn.net/images/item/original/452/9781137276452.jpg?tracy-brain-2026-the-pregnancy-question-and-the-novel-detection-and-concealment-from-richardson-to-hardy-hardcover-book&class=scaled&v=1778524558)
![Cover for Elizabeth Palley · The Politics of Women’s Health Care in the United States (Hardcover Book) [Second Edition 2026 edition] (2026)](https://imusic.b-cdn.net/images/item/original/467/9781349961467.jpg?elizabeth-palley-2026-the-politics-of-women-s-health-care-in-the-united-states-hardcover-book&class=scaled&v=1775002995)
![Cover for Kate Macdonald · Novelists Against Social Change: Conservative Popular Fiction, 1920-1960 (Paperback Book) [2015 edition] (2024)](https://imusic.b-cdn.net/images/item/original/904/9781349567904.jpg?kate-macdonald-2024-novelists-against-social-change-conservative-popular-fiction-1920-1960-paperback-book&class=scaled&v=1658049881)
![Cover for Palgrave Macmillan · The Statesman's Yearbook 2025: The Politics, Cultures and Economies of the World - The Statesman's Yearbook (Hardcover Book) [2024 edition] (2024)](https://imusic.b-cdn.net/images/item/original/115/9781349961115.jpg?palgrave-macmillan-2024-the-statesman-s-yearbook-2025-the-politics-cultures-and-economies-of-the-world-the-statesman-s-yearbook-hardcover-book&class=scaled&v=1730159948)
![Cover for Palgrave Palgrave Macmillan · The Grants Register 2025: The Complete Guide to Postgraduate Funding Worldwide (Hardcover Book) [Forty-Third Edition 2024 edition] (2024)](https://imusic.b-cdn.net/images/item/original/092/9781349961092.jpg?palgrave-palgrave-macmillan-2024-the-grants-register-2025-the-complete-guide-to-postgraduate-funding-worldwide-hardcover-book&class=scaled&v=1749008903)
![Cover for Palgrave Macmillan · The Grants Register 2024: The Complete Guide to Postgraduate Funding Worldwide (Hardcover Book) [42nd ed. 2023 edition] (2023)](https://imusic.b-cdn.net/images/item/original/729/9781349960729.jpg?palgrave-macmillan-2023-the-grants-register-2024-the-complete-guide-to-postgraduate-funding-worldwide-hardcover-book&class=scaled&v=1690765528)
![Cover for Palgrave Macmillan · The Grants Register 2023: The Complete Guide to Postgraduate Funding Worldwide - The Grants Register 2023 (Hardcover Book) [41st ed. 2022 edition] (2022)](https://imusic.b-cdn.net/images/item/original/521/9781349960521.jpg?palgrave-macmillan-2022-the-grants-register-2023-the-complete-guide-to-postgraduate-funding-worldwide-the-grants-register-2023-hardcover-book&class=scaled&v=1660632412)
![Cover for Palgrave Macmillan · The Statesman's Yearbook 2023: The Politics, Cultures and Economies of the World - The Statesman's Yearbook (Hardcover Book) [1st ed. 2022 edition] (2022)](https://imusic.b-cdn.net/images/item/original/552/9781349960552.jpg?palgrave-macmillan-2022-the-statesman-s-yearbook-2023-the-politics-cultures-and-economies-of-the-world-the-statesman-s-yearbook-hardcover-book&class=scaled&v=1657391912)
![Cover for Terence Patrick Murphy · The Fairytale and Plot Structure (Paperback Book) [1st ed. 2015 edition] (2022)](https://imusic.b-cdn.net/images/item/original/435/9781349575435.jpg?terence-patrick-murphy-2022-the-fairytale-and-plot-structure-paperback-book&class=scaled&v=1657563862)
![Cover for Marion Dell · Virginia Woolf’s Influential Forebears: Julia Margaret Cameron, Anny Thackeray Ritchie and Julia Prinsep Stephen (Paperback Book) [2015 edition] (2022)](https://imusic.b-cdn.net/images/item/original/194/9781349580194.jpg?marion-dell-2022-virginia-woolf-s-influential-forebears-julia-margaret-cameron-anny-thackeray-ritchie-and-julia-prinsep-stephen-paperback-book&class=scaled&v=1654549958)
![Cover for Michael Sudduth · A Philosophical Critique of Empirical Arguments for Postmortem Survival - Palgrave Frontiers in Philosophy of Religion (Paperback Book) [2016 edition] (2021)](https://imusic.b-cdn.net/images/item/original/559/9781349552559.jpg?michael-sudduth-2021-a-philosophical-critique-of-empirical-arguments-for-postmortem-survival-palgrave-frontiers-in-philosophy-of-religion-paperback-book&class=scaled&v=1627080738)
![Cover for Mihnea Tanasescu · Environment, Political Representation and the Challenge of Rights: Speaking for Nature (Paperback Book) [2016 edition] (2021)](https://imusic.b-cdn.net/images/item/original/770/9781349559770.jpg?mihnea-tanasescu-2021-environment-political-representation-and-the-challenge-of-rights-speaking-for-nature-paperback-book&class=scaled&v=1642628441)
![Cover for Michael Hanchett Hanson · Worldmaking: Psychology and the Ideology of Creativity - Palgrave Studies in the Theory and History of Psychology (Paperback Book) [1st ed. 2015 edition] (2021)](https://imusic.b-cdn.net/images/item/original/160/9781349581160.jpg?michael-hanchett-hanson-2021-worldmaking-psychology-and-the-ideology-of-creativity-palgrave-studies-in-the-theory-and-history-of-psychology-paperback-book&class=scaled&v=1634643808)
![Cover for Valerie Mainz · Days of Glory?: Imaging Military Recruitment and the French Revolution - War, Culture and Society, 1750–1850 (Paperback Book) [2016 edition] (2021)](https://imusic.b-cdn.net/images/item/original/028/9781349713028.jpg?valerie-mainz-2021-days-of-glory-imaging-military-recruitment-and-the-french-revolution-war-culture-and-society-1750-1850-paperback-book&class=scaled&v=1614704646)
![Cover for P. Pignarre · Capitalist Sorcery: Breaking the Spell (Paperback Book) [1st ed. 2007 edition] (2021)](https://imusic.b-cdn.net/images/item/original/636/9780230237636.jpg?p-pignarre-2021-capitalist-sorcery-breaking-the-spell-paperback-book&class=scaled&v=1610421067)
![Cover for Robin Mann · Nation, Class and Resentment: The Politics of National Identity in England, Scotland and Wales - Palgrave Politics of Identity and Citizenship Series (Paperback Book) [1st ed. 2017 edition] (2020)](https://imusic.b-cdn.net/images/item/original/135/9781349691135.jpg?robin-mann-2020-nation-class-and-resentment-the-politics-of-national-identity-in-england-scotland-and-wales-palgrave-politics-of-identity-and-citizenship-series-paperback-book&class=scaled&v=1608836200)
![Cover for Johan Adriaensen · National Administrations in EU Trade Policy: Maintaining the Capacity to Control - European Administrative Governance (Paperback Book) [1st ed. 2016 edition] (2020)](https://imusic.b-cdn.net/images/item/original/513/9781349714513.jpg?johan-adriaensen-2020-national-administrations-in-eu-trade-policy-maintaining-the-capacity-to-control-european-administrative-governance-paperback-book&class=scaled&v=1611678326)
![Cover for New Ethnographies of Football in Europe: People, Passions, Politics - Football Research in an Enlarged Europe (Paperback Book) [1st ed. 2016 edition] (2020)](https://imusic.b-cdn.net/images/item/original/690/9781349567690.jpg?2020-new-ethnographies-of-football-in-europe-people-passions-politics-football-research-in-an-enlarged-europe-paperback-book&class=scaled&v=1590700340)
![Cover for Nadine Holdsworth · English Theatre and Social Abjection: A Divided Nation - Contemporary Performance InterActions (Hardcover Book) [1st ed. 2020 edition] (2020)](https://imusic.b-cdn.net/images/item/original/762/9781137597762.jpg?nadine-holdsworth-2020-english-theatre-and-social-abjection-a-divided-nation-contemporary-performance-interactions-hardcover-book&class=scaled&v=1608917131)
![Cover for Dale Southerton · Time, Consumption and the Coordination of Everyday Life - Consumption and Public Life (Hardcover Book) [2020 edition] (2020)](https://imusic.b-cdn.net/images/item/original/515/9780230572515.jpg?dale-southerton-2020-time-consumption-and-the-coordination-of-everyday-life-consumption-and-public-life-hardcover-book&class=scaled&v=1592889006)