Interest Rates and Contracts: Duration and Convexity

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

Covers the time value of money, investment decisions, and interest rates.

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

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

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

Analyzes the pricing of bonds with different maturities and the consumer budget constraint.

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

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

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

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