Concept

Swap (finance)

Related lectures (22)

Explores fixed coupon bonds, floating rate notes, interest rate swaps, pricing models, and market structures.

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

Delves into the world of decentralized finance derivatives, exploring crypto derivatives types and existing protocols while discussing the need for new derivatives and financial data oracles.

Foreign Exchange Swaps: Pricing and Options

Explores FX swaps, pricing mechanisms, and FX options, including put and call options, in the foreign exchange market.

Interest Rate Derivatives: Calibration Example

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

Optimization Algorithms: Greedy Approach

Explores optimization problems and greedy algorithms for efficient decision-making.

Estimating the Term Structure: Exact Methods

Explores exact methods for estimating the term structure in interest rate models, emphasizing the importance of choosing the right discount curve.

Estimating the Term Structure: Bootstrapping Example

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

Modelling Dependence Among X's

Explores the impact of dependence among variables on credit risk modelling.

Interest Rate Swaps: Theory and Applications

Explores interest rate swaps, arbitrage, yield curves, and mortgage types.

High Frequency Trading: Secrets and Ethics

Explores high frequency trading, ethical dilemmas in finance, and the importance of structural reforms in the industry.

Interest Rate Models: Introduction

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

Dynamic Arrays in C++: Features and Performance

Covers the implementation and manipulation of dynamic arrays in C++ using vectors, focusing on their features and performance implications.

Applications: Markov Models and Pricing

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

Heisenberg Interaction: 2-Qubit Gates

Explores Heisenberg interaction and 2-qubit gates in quantum systems with intrinsic magnetic moments and Pauli matrices.

Crypto Wallet for DeFi: MetaMask

Covers MetaMask, a crypto wallet for blockchain apps, emphasizing wallet security and account protection.

Heisenberg Interaction and Quantum Gates

Covers the Heisenberg interaction, SWAP gate, and CNOT gate in quantum computing.

LLL Algorithm

Covers the LLL algorithm for reducing lattice bases to shorter and more orthogonal forms through iterative transformations.

Single Electron Spin Qubits

Explores spin qubits in quantum dots, real-time single-electron detection, tunneling response, energy-selective readout, T₁ relaxation time, spin relaxation, and coherent spin control.

Credit Derivatives: Pricing and Risk Measures

Covers challenges in credit risk and pricing of credit derivatives.