Coupon Bonds and Swaps

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Page 2 of 4

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

Explores applications of Markov models in finance, focusing on pricing derivatives and risk-neutralization.

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

Introduces finance basics, balance sheet evaluation, and time value of money.

Explores interest rates, bonds, yield curves, and factors influencing interest rates in reality.

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

Explores risk-neutral valuation for traded securities, derivatives, hedging, bond pricing, and forward contracts in financial markets.

Covers the calibration of interest rate models using a two-factor Gaussian HJM model and the computation of Black and Bachelier cap vegas.

Explains market conventions for interest rate models, including day-count conventions and pricing of coupon bonds.

Analyzes the pricing of bonds with different maturities and the consumer budget constraint.