Sumários
Bond pricing in the multi-period binomial model
10 Outubro 2024, 13:00 • Szabolcs Sebestyén
Problem set 2, exercise 2
Bond pricing in the multi-period binomial model
8 Outubro 2024, 13:00 • Szabolcs Sebestyén
Term structure models
- Pricing of swaps and swaptions
Problem set 2, exercise 1
Bond pricing in the multi-period binomial model
3 Outubro 2024, 13:00 • Szabolcs Sebestyén
Quiz 1
Term structure models
- Pricing of options for bonds
- Pricing of bond forwards
- Pricing of bond futures
- Pricing of caplets and floorlets
Bond pricing in the multi-period binomial model
1 Outubro 2024, 13:00 • Szabolcs Sebestyén
The binomial model
- Replicating strategies in the binomial model
- Pricing forwards
- Pricing futures
Term structure models
- Binomial model for the short rate
- The cash account and pricing of zero-coupon bonds