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Lecture
The Term Structure of Interest Rates
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Interest Rates: Term Structure and Valuing Bonds
Explores interest rates, term structures, bond valuation, and credit risk impact on bond prices.
Principles of Finance: Interest Rates and Bond Valuation
Explores finance principles, interest rates, bond valuation, and sustainable investing.
Understanding Interest Rates: Term Structure and Yield Curve
Explores interest rates, term structure, and yield curve, illustrating their relation and impact on economic forecasts.
Understanding the Yield Curve
Explores the yield curve's significance in predicting economic trends and recessions based on the relationship between short- and long-term Treasury bond yields.
Interest Rates and Contracts: Duration and Convexity
Explores duration and convexity in interest rate models for bond portfolio hedging.
Risk-neutral Valuation: Traded Securities
Explores risk-neutral valuation for traded securities, derivatives, hedging, bond pricing, and forward contracts in financial markets.
Interest Rates and Bonds
Explores interest rates, bonds, yield curves, and factors influencing interest rates in reality.
Market Conventions: Day-Count Conventions
Explains market conventions for interest rate models, including day-count conventions and pricing of coupon bonds.
Estimating the Term Structure: Exact Methods
Explores exact methods for estimating the term structure in interest rate models, emphasizing the importance of choosing the right discount curve.
Applications: Markov Models and Pricing
Explores applications of Markov models in finance, focusing on pricing derivatives and risk-neutralization.
