Heath-Jarrow-Morton Framework: Interest Rate Models

Related lectures (32)

Page 3 of 4

Explores the Equity Premium Puzzle and its macrofinance implications.

Explores applications of Markov models in finance, focusing on pricing derivatives and risk-neutralization.

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

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

Introduces finance basics, balance sheet evaluation, and time value of money.

Discusses real estate financing through debt and equity, analyzing the leverage effect and determinants of return on equity.

Explores the financial evaluation of rental property renovation scenarios.

Explores fixed coupon bonds, floating rate notes, interest rate swaps, pricing models, and market structures.

Covers interest rates, inflation impact, real vs nominal rates, and investment decisions.

Delves into land economics equilibrium, prices, and sensitivity to interest rates.