2023-24 Fall - MATH4511 - Quantitative Methods for Fixed Income Derivatives

Course

Description

Bond, bond markets and interest-rate derivatives markets. Yields, forward rate and swap rates. Yield-based risk management and regression-based hedging. Mortgage mathematics. Binomial models for equity and fixed-income derivatives. Arbitrage pricing and risk-neutral valuation principle. Eurodollar futures. Lognormal models and Black formula for caps and swaptions.
Course period1/09/2331/12/23
Course levelUG
Course formatLecture