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


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.


Bonds Clearing derivatives Futures Options Swaps

Bibliographic information