Coupon Bonds and Swaps

Related lectures (32)

Page 3 of 4

Covers swaptions, moneyness, callable bonds, pricing formulas, and implied volatilities.

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

Explores the LIBOR scandal, including history, swaps, UBS, Citigroup, Tom Hayes, fines, and ethical implications.

Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.

Explores the Equity Premium Puzzle and its macrofinance implications.

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

Explores the rise of debt as a financing tool for corporations post the 2008 financial crisis and analyzes the impact of corporate bond issuances.

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

Explores forward measures, option pricing, and bond option pricing in interest rate models.

Explores the Heath-Jarrow-Morton framework for interest rate models and discusses bond price dynamics and a Vasiček short rate model.