The LIBOR Scandal: Ethics Case Study

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

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

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

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

Introduces the course on financial intermediation, focusing on the role and risks of financial intermediaries in the economy.

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

Explores interest rate swaps, arbitrage, yield curves, and mortgage types.

Explores FX swaps, pricing mechanisms, and FX options, including put and call options, in the foreign exchange market.

Provides an overview of financial intermediaries, focusing on banks, their functions, risks, and regulatory aspects.

Explores bank lending, credit risk, SVB's failure, loan terms, and state guarantees' impact on credit supply.