Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
Lecture
Interest Rates and Contracts: Forward & Futures Rates
Description
This lecture covers forward rate agreements (FRAs) and interest rate futures, explaining how FRAs lock in rates, the payoff of FRAs, and the value of FRAs using discount bonds. It also discusses the relationship between forward rates and futures rates, marking to market, and the Eurodollar futures contract.
Official source
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.