Coupon Bonds and Swaps

Description

This lecture covers the concepts of fixed coupon bonds, floating rate notes, interest rate swaps, and their pricing models. It explains how fixed and floating coupon payments are exchanged, the valuation of interest rate swaps, and the relationship between swap rates and coupon bonds. The instructor also discusses market quotes for swap rates and the structure of interest rate swap markets, emphasizing their liquidity and standardization.

In MOOC

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_xde51pyt

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Ontological neighbourhood

Business

Finance: Financial risk management

Economics

Microeconomics: Financial economics

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