Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained)
Language: English
Published by Palgrave Macmillan, 2018
- Softcover
- New
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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In English.
Seller Inventory # ria9781349953783_new
- Title
- Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained)
- Author
- Kienitz, Jörg; Caspers, Peter
- Publisher
- Palgrave Macmillan
- Publication year
- 2018
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 1349953784
- ISBN 13
- 9781349953783
- Item weight
- 515 grams
- Series
- Book 9 of 9: Financial Engineering Explained
"Synopsis" may belong to another edition of this title.
About the Author
Jörg Kienitz is Partner at Quaternion Risk Management where he is responsible for business development, pricing models research and risk management consulting. Prior to this he was a Director at Deloitte and Co-lead of the quant team. Before joining Deloitte he was Head of Quantitative Analytics at Deutsche Postbank AG where he was involved in developing/implementing models for pricing, hedging and asset allocation. He lectures at university level on advanced financial modelling and implementation at the universities of Cape Town (UCT) and Wuppertal (BUW) where he is Adjunct Associate Professor, respectively Assistant Professor. Before that he lectured in the part time Masters programme at Oxford University on Financial Mathematics. He is a speaker at a number of major quant finance conferences including Global Derivatives and WBS Fixed Income. Jörg holds a PhD in Probability Theory from Bielefeld University.
Peter Caspers is senior quantitative analyst at Quaternion Risk Management. He has over 17 years of experience as a quant in different banks and is a co-author of QuantLib, an open-source library for quantitative finance. He holds a degree in mathematics and computer science.
"About the title" may belong to another edition of this title.
Ria Christie Collections
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