Skip to main content
Graph
Search
fr
en
Login
Search
All
Categories
Concepts
Courses
Lectures
MOOCs
People
Quizes
Exercises
Publications
Startups
Units
Show all results for
Home
Lecture
Estimating the Term Structure: Exact Methods
Graph Chatbot
Related lectures (33)
Interest Rates and Contracts: Duration and Convexity
Explores duration and convexity in interest rate models for bond portfolio hedging.
Interest Rates and Bonds
Explores interest rates, bonds, yield curves, and factors influencing interest rates in reality.
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.
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.
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.
Interest Rate Models: Introduction
Covers the fundamentals of interest rates and stochastic models in finance.
Swaptions: Interest Rate Models
Covers swaptions, moneyness, callable bonds, pricing formulas, and implied volatilities.
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.
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.
Principles of Finance: Interest Rates and Bond Valuation
Log in to Mediaspace to watch this video
Explores finance principles, interest rates, bond valuation, and sustainable investing.
Understanding Interest Rates: Term Structure and Yield Curve
Log in to Mediaspace to watch this video
Explores interest rates, term structure, and yield curve, illustrating their relation and impact on economic forecasts.
Interest Rates: Term Structure and Valuing Bonds
Log in to Mediaspace to watch this video
Explores interest rates, term structures, bond valuation, and credit risk impact on bond prices.
Principles of Finance: Annuities, Interest Rates, and Present Value
Log in to Mediaspace to watch this video
Covers annuities, interest rates, present value, and the time value of money.
Previous
Page 1 of 2
Next