The Cash Account and Pricing Zero-Coupon Bonds

Del curso dictado por Universidad de Columbia
Financial Engineering and Risk Management Part I
1290 ratings
Universidad de Columbia
1290 ratings
De la lección
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.

Conoce a los instructores

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