This specialized course in fixed income securities will start by reviewing fixed income markets, discount factors, pricing, yield, duration, convexity, and the term structure of interest rates. The second part of the course looks at the use of binomial trees and the Monte-Carlo methodology in the pricing and hedging of a variety of fixed income securities and their derivatives.Weekly
This specialized course in fixed income securities will start by reviewing fixed income markets, discount factors, pricing, yield, duration, convexity, and the term structure of interest rates. The second part of the course looks at the use of binomial trees and the Monte-Carlo methodology in the pricing and hedging of a variety of fixed income securities and their derivatives.Weekly
