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Lecture
Interest Rates and Bonds
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Related lectures (32)
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Central Banking
Explores central banking functions, monetary policy tools, and transmission mechanisms, including the debate on central bank independence.
Interest Rate Swaps: Theory and Applications
Explores interest rate swaps, arbitrage, yield curves, and mortgage types.
Interest Rate Models: Introduction
Covers the fundamentals of interest rates and stochastic models in finance.
Interest Rates and Contracts: Forward & Futures Rates
Explains FRAs, interest rate futures, payoff valuation, and Eurodollar futures.
Financial Decision Making: Cost-Benefit Analysis in Projects
Covers financial decision making through cost-benefit analysis in public projects, focusing on investment viability and the implications of interest rates.
Forward Measures: Interest Rate Models
Explores forward measures, option pricing, and bond option pricing in interest rate models.
Coupon Bonds and Swaps
Explores fixed coupon bonds, floating rate notes, interest rate swaps, pricing models, and market structures.
Heath-Jarrow-Morton Framework: Interest Rate Models
Explores the Heath-Jarrow-Morton framework for interest rate models and discusses bond price dynamics and a Vasiček short rate model.
Global Bonds: Yield Curve and Portfolio Strategies
Explores global bond markets, analyzing yield curve dynamics, value, and momentum strategies for bond portfolio management.
Short Rate Models: Vasiček and CIR
Explores short rate models, including Vasiček and CIR, affine bond prices, and time-inhomogeneous models.
