Estimating the Term Structure: Bootstrapping Example

Related lectures (31)

Page 1 of 4

Explores exact methods for estimating the term structure in interest rate models, emphasizing the importance of choosing the right discount curve.

Explores interest rates, term structures, bond valuation, and credit risk impact on bond prices.

Explores interest rates, term structure, and yield curve, illustrating their relation and impact on economic forecasts.

Explores finance principles, interest rates, bond valuation, and sustainable investing.

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

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

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

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

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

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