Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Softcover Reprint of the Original 1st 2017)Paperback - Softcover Reprint of the Original 1st 2017, 30 August 2018
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