Sumários
Bond pricing in the multi-period binomial model
16 Outubro 2025, 13:00 • Szabolcs Sebestyén
Problem set 2, exercise 1, and exercise 2, parts (a)-(c)
Bond pricing in the multi-period binomial model
14 Outubro 2025, 13:00 • Szabolcs Sebestyén
Term Structure Models
- Pricing of Bond Forwards
- Pricing of Bond Futures
- Pricing of Caplets and Floorlets
- Pricing of Swaps and Swaptions
Bond pricing in the multi-period binomial model
9 Outubro 2025, 13:00 • Szabolcs Sebestyén
Quiz 1
Term Structure Models
- Binomial Models for the Short Rate
- The Cash Account and Pricing of Zero-Coupon Bonds
- Pricing of Options on Bonds
Bond pricing in the multi-period binomial model
7 Outubro 2025, 13:00 • Szabolcs Sebestyén
The Binomial Model
- Replicating Strategies in the Binomial Model
- Pricing Forwards
- Pricing Futures
Bond pricing in the multi-period binomial model
2 Outubro 2025, 13:00 • Szabolcs Sebestyén
The Binomial Model
- Basics
- The One-Period Binomial Model
- Derivative Pricing in the One-Period Binomial Model
- The Multi-Period Binomial Model