Lectures related to Estimating the Term Structure: Bootstrapping Example

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.

Interest Rates: Term Structure and Valuing Bonds

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

Understanding Interest Rates: Term Structure and Yield Curve

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

Principles of Finance: Interest Rates and Bond Valuation

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

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.

Interest Rates and Bonds

Explores interest rates, bonds, yield curves, and factors influencing interest rates in reality.

Interest Rate Models: Introduction

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

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

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

Interest Rates: Understanding Finance

Covers interest rates, inflation impact, real vs nominal rates, and investment decisions.

Investment Valuation: Present and Future Value Concepts

Explains present and future value concepts in investment valuation, emphasizing their calculation and significance in financial decision-making.

Interest Rates and Contracts: Duration and Convexity

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

Understanding the Yield Curve

Explores the yield curve's significance in predicting economic trends and recessions based on the relationship between short- and long-term Treasury bond yields.

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.

Spatial Continuous Phenomena, Isovalues (summary)

Covers isovalue curves for visualizing terrain and meteorological data through linear interpolation and QGIS software.

Piecewise Linear Interpolation

Covers the concept of piecewise linear interpolation and the importance of dividing intervals correctly.

Newton Method: Data Interpolation

Covers the Newton method for finding zeros of functions using data interpolation.

Error Analysis and Interpolation

Explores error analysis and limitations in interpolation on evenly distributed nodes.

Lagrange Interpolation

Introduces Lagrange interpolation for approximating data points with polynomials, discussing challenges and techniques for accurate interpolation.

Trigonometric Interpolation: Approximation of Periodic Functions and Signals

Explores trigonometric interpolation for approximating periodic functions and signals using equally spaced nodes.

Interpolation by Intervals: Lagrange Interpolation

Covers Lagrange interpolation using intervals to find accurate polynomial approximations.