Interest Rate Modelling

 
Kienitz, J. and Caspers, P.

Interest Rates Explained – Volume 2, Models

in preparation (with Palgrave McMillan)

 
Support Material:
–> Excel Sheets … and more

Buy Here:
amazon.de

Book Website:
palgrave.com

Kienitz, J.

Interest Rates Explained – Volume 1, Products and Markets

Palgrave McMillan, December 2014

 
Support Material:
> Excel Sheets … and more
Buy Here:
amazon.de
Book Website:
palgrave.com

Programming and Financial Derivatives

 
J. Kienitz and D. Wetterau

Financial Modelling 

Theory, Practice and Implementation with Matlab source

Wiley, October 2012

 
Book Site:
wiley.com
Author Site:
de.mathworks.com
Supporting Material:
de.mathworks.com
Buy here:
amazon.de

D. Duffy and J. Kienitz

Monte Carlo Frameworks

Building High Performance Applications in C++

Wiley, September 2009

 
Book Website:
wiley.com
Buy here:
amazon.com

Book Chapters

Novel Methods in Computational Finance

Kienitz, J. “Negative Rates – New Market Practice”
Springer 2017

Novel Methods in Computational Finance

Kienitz, J., McWalter T., Sheppard, R.,“PDE Methods for SABR”
Springer 2017

Kontrahentenrisiko

Kienitz, J. and Küpker, H., „Risikomanagement – Monte Carlo Methoden für Nicht-Gaußsche Verteilungen“
Schaeffer-Poeschel Verlag, February 2012

Bankenrisikomanagement

Kienitz, J. and Küpker, H., „Monte Carlo Methoden für das Risikomanagement im Treasury“
Gabler Verlag, May 2008

Introduction to C++ for Financial Engineering

Kienitz, J., „Monte Carlo Methods in Finance“ 
Duffy, D., Wiley 2006
 

Referee

since 05/2010

Journal for Futures Markets,
International Journal of Theoretical and Applied Finance,
Mathematical Finance, Siam Journal on Financial Mathematics and RISK
 

Member of the Editorial Board

01/2010 – 12/2016
International Review of Applied Financial Issues and Economics