Lectures related to Bootstrapping (finance)

Explores finance principles, interest rates, bond valuation, and sustainable investing.

Explores interest rates, bonds, yield curves, and factors influencing interest rates in reality.

Discusses smoothing methods for estimating a smooth forward curve from market rates, focusing on Nelson-Siegel and Svensson curves.

Explores interest rates, term structures, bond valuation, and credit risk impact on bond prices.

Analyzes the pricing of bonds with different maturities and the consumer budget constraint.

Explores bootstrapping to build the term structure from short to long maturities using market data on LIBOR, futures, and swaps.

Explores exact methods for estimating the term structure in interest rate models, emphasizing the importance of choosing the right discount curve.