Confederation Bonds: Risk and Performance

Related lectures (32)

Page 2 of 4

Explores short rate models, including Vasiček and CIR, affine bond prices, and time-inhomogeneous models.

Explores interest rate swaps, arbitrage, yield curves, and mortgage types.

Explores risk-neutral valuation for traded securities, derivatives, hedging, bond pricing, and forward contracts in financial markets.

Explores forward measures, option pricing, and bond option pricing in interest rate models.

Explains market conventions for interest rate models, including day-count conventions and pricing of coupon bonds.

Explores the Heath-Jarrow-Morton framework for interest rate models and discusses bond price dynamics and a Vasiček short rate model.

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

Explores global bond markets, analyzing yield curve dynamics, value, and momentum strategies for bond portfolio management.

Covers swaptions, moneyness, callable bonds, pricing formulas, and implied volatilities.

Examines the impact of discount rates on public investment decisions and their implications for future generations.