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Interest Rate Derivatives Explained

Volume 1: Products and Markets

  • Authors
  • Jörg Kienitz

Part of the Financial Engineering Explained book series (FEX)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Introduction Goals of this Book and Global Overview

  3. Markets and Linear Products

    1. Front Matter
      Pages 5-5
    2. Jörg Kienitz
      Pages 7-23
    3. Jörg Kienitz
      Pages 24-34
    4. Jörg Kienitz
      Pages 48-69
    5. Jörg Kienitz
      Pages 70-116
  4. Markets and Non-Linear Products

    1. Front Matter
      Pages 117-117
    2. Jörg Kienitz
      Pages 119-151
    3. Jörg Kienitz
      Pages 152-186
  5. Counterparty Credit Risk Adjustments

    1. Front Matter
      Pages 187-187
    2. Jörg Kienitz
      Pages 189-199
  6. Back Matter
    Pages 200-207

About this book

Introduction

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.

Keywords

Bonds Clearing derivatives Futures Options Swaps

Bibliographic information