Fixed Income Derivatives: Caplets and Floorlets

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En provenance du cours de Columbia University
Financial Engineering and Risk Management Part I
1430 notes
À partir de la leçon
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.

Rencontrer les enseignants

  • 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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