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Bond fund
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Related lectures (9)
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Confederation Bonds: Risk and Performance
Explores the risk and performance of Confederation bonds, showcasing how changing interest rates can impact bond values.
Sustainable Finance: Investment Strategies and Market Trends
Explores sustainable investing, different bond types, and market trends in sustainable finance.
Interest Rates and Contracts: Duration and Convexity
Explores duration and convexity in interest rate models for bond portfolio hedging.
Interest Rate Swaps: Theory and Applications
Explores interest rate swaps, arbitrage, yield curves, and mortgage types.
Trading Strategies: Measuring Market Dynamics
Explores trading strategies in mathematical finance, backtesting scientific models, and the challenges of non-stationary markets.
Risk-neutral Valuation: Traded Securities
Explores risk-neutral valuation for traded securities, derivatives, hedging, bond pricing, and forward contracts in financial markets.
The Term Structure of Interest Rates
Analyzes the pricing of bonds with different maturities and the consumer budget constraint.
Applications: Markov Models and Pricing
Explores applications of Markov models in finance, focusing on pricing derivatives and risk-neutralization.
Short Rate Models: Vasiček and CIR
Explores short rate models, including Vasiček and CIR, affine bond prices, and time-inhomogeneous models.
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