Market Conventions: Day-Count Conventions

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Understanding Discount Rates: Public Investment Implications

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

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.

Principles of Finance: Annuities, Interest Rates, and Present Value

Covers annuities, interest rates, present value, and the time value of money.

Coupon Bonds and Swaps

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

Short Rate Models: Vasiček and CIR

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

Leverage Effect in Financing

Explores the leverage effect in financing, showcasing how borrowing money can magnify returns and the importance of considering different interest rates in leverage analysis.

Interest Rate Models: Introduction

Covers the fundamentals of interest rates and stochastic models in finance.

Forward Measures: Interest Rate Models

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

Interest Rates and Contracts: Forward & Futures Rates

Explains FRAs, interest rate futures, payoff valuation, and Eurodollar futures.

Interest Rates: Understanding Finance

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