Lectures related to Bond valuation

Principles of Finance: Interest Rates and Bond Valuation

Explores finance principles, interest rates, bond valuation, and sustainable investing.

Interest Rates: Term Structure and Valuing Bonds

Explores interest rates, term structures, bond valuation, and credit risk impact on bond prices.

Explores the Black-Scholes-Merton model, the Greeks, dynamic hedging, and engineering exposure in derivative pricing.

Risk-neutral Valuation: Traded Securities

Explores risk-neutral valuation for traded securities, derivatives, hedging, bond pricing, and forward contracts in financial markets.

Applications: Markov Models and Pricing

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

Bond Valuation and Spot Rates

Explores bond valuation and spot rates, showing how market prices reflect investors' required returns.

Interest Rates and Contracts: Duration and Convexity

Explores duration and convexity in interest rate models for bond portfolio hedging.

Interest Rate Futures and Convexity Adjustment

Covers interest rate futures, marking to market, convexity adjustment, and Vasiček model.

Forward Measures: Interest Rate Models

Explores forward measures, option pricing, and bond option pricing in interest rate models.

Short Rate Models: Vasiček and CIR

Explores short rate models, including Vasiček and CIR, affine bond prices, and time-inhomogeneous models.

Financial Analysis: Bond Valuation

Explains bond valuation, Time-Weighted Rate of Return, and financial analysis using Excel.

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.

Interest Rate Swaps: Theory and Applications

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

Principles of Finance: Annuities, Interest Rates, and Present Value

Covers annuities, interest rates, present value, and the time value of money.

Interest Rates and Contracts: Forward & Futures Rates

Explains FRAs, interest rate futures, payoff valuation, and Eurodollar futures.

The Term Structure of Interest Rates

Analyzes the pricing of bonds with different maturities and the consumer budget constraint.

Sustainable Finance: Investment Strategies and Market Trends

Explores sustainable investing, different bond types, and market trends in sustainable finance.

Global Bonds: Yield Curve and Portfolio Strategies

Explores global bond markets, analyzing yield curve dynamics, value, and momentum strategies for bond portfolio management.

Understanding Interest Rates: Term Structure and Yield Curve

Explores interest rates, term structure, and yield curve, illustrating their relation and impact on economic forecasts.

Introduction to Derivatives

Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.