Fixed Income Derivatives: Options on Bonds

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Do curso por Universidade Columbia
Engenharia Financeira e Gestão de Riscos Parte I
1291 ratings
Universidade Columbia
1291 ratings
Na lição
Term Structure Models I
Binomial lattice models of the short-rate; pricing fixed income derivative securities including caps, floors swaps and swaptions; the forward equations and elementary securities.

Conheça os instrutores

  • Martin Haugh
    Martin Haugh
    Co-Director, Center for Financial Engineering
    Industrial Engineering & Operations Research
  • Garud Iyengar
    Garud Iyengar
    Professor
    Industrial Engineering and Operations Research Department