Interest Rate Derivatives: Caps and Floors

Related lectures (32)

Page 3 of 4

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

Explores finance principles, interest rates, bond valuation, and sustainable investing.

Explores the optimal dispatch of power generation units and the economics of power systems in deregulated environments.

Explores DeFi lending protocols, interest rate models, AMM-based DEX mechanisms, and future research directions.

Explores interest rates, term structures, bond valuation, and credit risk impact on bond prices.

Explores interest rates, term structure, and yield curve, illustrating their relation and impact on economic forecasts.

Explores the financial applications of blockchains, including DeFi, lending protocols, DAOs, flash loans, and token-based insurance solutions.

Explores short rate models, including Vasiček and CIR, affine bond prices, and time-inhomogeneous models.

Explores ARCH and GARCH models, volatility clustering, time series, estimation, and filtering steps in financial and macroeconomic contexts.

Introduces options in corporate finance, covering markets, terminology, and graphical representations.