Interest Rates and Contracts: Forward & Futures Rates

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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 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.

The Term Structure of Interest Rates

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

Interest Rate Models: Introduction

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

Swaptions: Interest Rate Models

Covers swaptions, moneyness, callable bonds, pricing formulas, and implied volatilities.

Introduction to Derivatives

Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.

Understanding Discount Rates: Public Investment Implications

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

Coupon Bonds and Swaps

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

Market Conventions: Day-Count Conventions

Explains market conventions for interest rate models, including day-count conventions and pricing of coupon bonds.

Forward Measures: Interest Rate Models

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