Skip to main content
Graph
Search
fr
en
Login
Search
All
Categories
Concepts
Courses
Lectures
MOOCs
People
Practice
Publications
Startups
Units
Show all results for
Home
Lecture
Estimating the Term Structure: Exact Methods
Graph Chatbot
Related lectures (31)
Short Rate Models: Vasiček and CIR
Explores short rate models, including Vasiček and CIR, affine bond prices, and time-inhomogeneous models.
Coupon Bonds and Swaps
Explores fixed coupon bonds, floating rate notes, interest rate swaps, pricing models, and market structures.
Interest Rates and Contracts: Forward & Futures Rates
Explains FRAs, interest rate futures, payoff valuation, and Eurodollar futures.
Heath-Jarrow-Morton Framework: Interest Rate Models
Explores the Heath-Jarrow-Morton framework for interest rate models and discusses bond price dynamics and a Vasiček short rate model.
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.
Forward Measures: Interest Rate Models
Explores forward measures, option pricing, and bond option pricing in interest rate models.
Equity Premium Puzzle
Explores the Equity Premium Puzzle and its macrofinance implications.
The Term Structure of Interest Rates
Analyzes the pricing of bonds with different maturities and the consumer budget constraint.
Market Conventions: Day-Count Conventions
Explains market conventions for interest rate models, including day-count conventions and pricing of coupon bonds.
Global Bonds: Yield Curve and Portfolio Strategies
Explores global bond markets, analyzing yield curve dynamics, value, and momentum strategies for bond portfolio management.
Foreign Exchange Swaps: Pricing and Options
Explores FX swaps, pricing mechanisms, and FX options, including put and call options, in the foreign exchange market.
Previous
Page 2 of 2
Next