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Swaptions: Interest Rate Models
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Heath-Jarrow-Morton Framework: Interest Rate Models
Explores the Heath-Jarrow-Morton framework for interest rate models and discusses bond price dynamics and a Vasiček short rate model.
Forward Measures: Interest Rate Models
Explores forward measures, option pricing, and bond option pricing in interest rate models.
Understanding the Yield Curve
Explores the yield curve's significance in predicting economic trends and recessions based on the relationship between short- and long-term Treasury bond yields.
Principles of Finance: Annuities, Interest Rates, and Present Value
Covers annuities, interest rates, present value, and the time value of money.
Interest Rates: Understanding Finance
Covers interest rates, inflation impact, real vs nominal rates, and investment decisions.
Interest Rates and Contracts: Duration and Convexity
Explores duration and convexity in interest rate models for bond portfolio hedging.
Short Rate Models: Vasiček and CIR
Explores short rate models, including Vasiček and CIR, affine bond prices, and time-inhomogeneous models.
Principles of Finance: Efficient Portfolios and Risk Management
Explores efficient portfolios, risk management, and the CAPM model in finance.
Financial Applications of Blockchains
Explores the financial applications of blockchains, including DeFi, lending protocols, DAOs, flash loans, and token-based insurance solutions.
Principles of Finance: Financial Statements and Time Value of Money
Covers financial statements and the time value of money in investment decisions and market pricing.
