Economic Model Coding

Related lectures (32)

Page 3 of 4

Explores the direct capitalization method based on income, renovation costs, and revenue-expense growth rates.

Delves into equilibrium price, value, and investment decisions in a Q&A format.

Explores real estate investment analysis, calculating acceptable prices for buyers and sellers.

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

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

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

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

Explores the Heath-Jarrow-Morton framework for interest rate models and discusses bond price dynamics and a Vasiček short rate model.

Delves into land economics equilibrium, prices, and sensitivity to interest rates.

Explores economic arbitrage in real estate decision-making, using practical examples and mathematical notations.