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