Fixed Income Derivatives: Bond Forwards

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來自 Columbia University 的課程
金融工程与风险管理,第 1 部分
1396 個評分
Columbia University
1396 個評分
從本節課中
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.

與講師見面

  • 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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