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Interest Rate Derivatives Explained [Repost]

Date: 7 Dec 2015 16:04:39

Interest Rate Derivatives Explained by Dr Jörg Kienitz
English | 9 Dec. 2014 | ISBN: 1137360062 | 224 Pages | PDF | 6 MB

The interest rate derivatives markets underwent significant change in the wake of the global financial crisis, change that included the adoption of multi-curve modelling frameworks and market data. Furthermore, even for simple financial instruments significant effort for pricing and risk management can be necessary due to collateral agreements and the consideration of xVA.

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