Lecture Note in Finance by Paul Soderlind Pdf

Download Lecture Note in Finance by Paul Soderlind Pdf book free online – from Lecture Note in Finance by Paul Soderlind Pdf book; This book covers the following topics: Interest Rate Calculations, Bond Conventions, Bond Portfolios, Interest Rate Models, Basic Properties of Futures and Options, Binomial Option Pricing Model, Black-Scholes Model and the Distribution of Asset Prices, FX and Interest Rate Options, Trading Volatility.

A swap contract involves a sequence of payment over the life time (maturity) of the contract: for each tenor (that is, sub period, for instance a quarter) it pays the floating market
rate (say, the 3-month Libor) in return for a fixed swap rate. Split up the time until maturity n into n=h intervals of length h. A Repo (Repurchase agreement) is a way of borrowing against a collat

Another approach to estimating the yield curve is to start by specifying a function for the instantaneous forward rate curve, and then calculate what this implies for the discount function.

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