Ihre Browserversion ist veraltet. Wir empfehlen, Ihren Browser auf die neueste Version zu aktualisieren.

Interest Rate Derivatives Explained I (order here)

For the material and comments please use ir1@jkienitz.de

For the material and questions contact ir2@jkienitz.de

We offer:

Excel Sheet - SABR PDE Pricing

Excel Sheet - SABR PDE Pricing Cash Settled Swaptions

Excel Sheet - SABR Approximation Formulas Illustration

Excel Sheet - LMM Illustration (needs further xla stuff)

Excel XLA Stuff

Excel Sheet - Volatility Illustration of LMM

Excel Sheet - Hull/White Model (MC and Analytic)

Excel Sheet - Heston Model (basic)

Excel Sheet - Pricing (CMS, CMS Spread, CMS Cap, CMS Floor, Quanto, Swaps with Multi Curve)

Financial Modelling - Matlab Author Site (book)

For questions and comments please use finmodelling@jkienitz.de

You can buy the book here