The Forward Equations

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Del curso dictado por Columbia University
Financial Engineering and Risk Management Part I
1355 calificaciones
Columbia University
1355 calificaciones
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
    Professor
    Industrial Engineering and Operations Research Department

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