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Interest rate derivative
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Related lectures (32)
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Direct Capitalization: Income Method Simplified
Explores the direct capitalization method based on income, renovation costs, and revenue-expense growth rates.
Estimating the Term Structure: Smoothing Methods
Discusses smoothing methods for estimating a smooth forward curve from market rates, focusing on Nelson-Siegel and Svensson curves.
Leverage Effect in Financing
Explores the leverage effect in financing, showcasing how borrowing money can magnify returns and the importance of considering different interest rates in leverage analysis.
Market Conventions: Day-Count Conventions
Explains market conventions for interest rate models, including day-count conventions and pricing of coupon bonds.
Real Estate Investment Analysis
Explores real estate investment analysis, calculating acceptable prices for buyers and sellers.
Interest Rate Swaps: Theory and Applications
Explores interest rate swaps, arbitrage, yield curves, and mortgage types.
Financing and Financial Calculations: Debt and Equity
Discusses real estate financing through debt and equity, analyzing the leverage effect and determinants of return on equity.
Estimating the Term Structure: Principal Component Analysis
Covers Principal Component Analysis for yield curve shape estimation and dimension reduction in interest rate models.
Real Estate Bubbles: Causes and Impacts
Explores real estate bubbles, discussing factors driving property values and quiz strategies.
Land Economics: Equilibrium and Prices
Delves into land economics equilibrium, prices, and sensitivity to interest rates.
Real Estate Economics: Cost of Ownership vs. Renting
Covers the economic principles of real estate, focusing on ownership costs versus renting and the concept of opportunity cost.
Economic Model Coding
Focuses on coding economic models in MATLAB, emphasizing economic intuition and precision in model implementation.
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