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Interest Rate Derivatives Explained : Volume 2: Term Structure and Volatility Modelling
by Jörg Kienitz and Peter Caspers
Overview
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
This item is Non-Returnable
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Details
- ISBN-13: 9781349953783
- ISBN-10: 1349953784
- Publisher: Palgrave MacMillan
- Publish Date: August 2018
- Dimensions: 9.21 x 6.14 x 0.58 inches
- Shipping Weight: 0.87 pounds
- Page Count: 248
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