Interest Rate Derivatives: Caps and Floors

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (32)

Page 2 of 4

Principles of Finance: Options in Corporate Finance

Explores options in corporate finance, covering graphical representations, option pricing, call-put parity, early exercise, and volatility estimation.

Black-Scholes-Merton Model

Covers the Black-Scholes-Merton model, stock dynamics, option pricing, and replicating strategies.

Delta Hedging and the Greeks

Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.

Options in Corporate Finance

Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.

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.

American Options: Pricing and Strategies

Explores American options, including pricing methods, exercise boundaries, and replicating strategies.

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.

Quantitative Risk Management: Volatility Modeling

Covers volatility modeling in risk management, including ARMA, ARCH, GARCH models, causal representation, and forecasting.

Binomial Pricing and Replication

Explores binomial pricing, replication of payoffs, and interpretation of prices in a risk-neutral world.

Principles of Finance: Efficient Portfolios and Risk Management

Explores efficient portfolios, risk management, and the CAPM model in finance.