Market Conventions: Day-Count Conventions

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Estimating the Term Structure: Smoothing Methods

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

Investment Valuation: Present and Future Value Concepts

Explains present and future value concepts in investment valuation, emphasizing their calculation and significance in financial decision-making.

Financial Decision Making: Cost-Benefit Analysis in Projects

Covers financial decision making through cost-benefit analysis in public projects, focusing on investment viability and the implications of interest rates.

Equity Premium Puzzle

Explores the Equity Premium Puzzle and its macrofinance implications.

Confederation Bonds: Risk and Performance

Explores the risk and performance of Confederation bonds, showcasing how changing interest rates can impact bond values.

Estimating the Term Structure: Bootstrapping Example

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

Principles of Finance: Balance Sheet and Time Value of Money

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

Interest Rate Derivatives: Calibration Example

Covers the calibration of interest rate models using a two-factor Gaussian HJM model and the computation of Black and Bachelier cap vegas.

Central Banking

Explores central banking functions, monetary policy tools, and transmission mechanisms, including the debate on central bank independence.

Rental Property Renovation Analysis

Explores the financial evaluation of rental property renovation scenarios.