Short Rate Models: Vasiček and CIR

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Interest Rate Models: Introduction

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

Interest Rate Derivatives: Caps and Floors

Explores interest rate derivatives, specifically caps and floors, cap-floor parity, pricing formulas, and implied volatilities.

Estimating the Term Structure: Smoothing Methods

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

Estimating the Term Structure: Bootstrapping Example

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

Interest Rates and Contracts: Forward & Futures Rates

Explains FRAs, interest rate futures, payoff valuation, and Eurodollar futures.

Understanding Discount Rates: Public Investment Implications

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

Investment Valuation: Present and Future Value Concepts

Explains present and future value concepts in investment valuation, emphasizing their calculation and significance in financial decision-making.

Interest Rates: Understanding Finance

Covers interest rates, inflation impact, real vs nominal rates, and investment decisions.

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.

Coupon Bonds and Swaps

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