果仁 发表于 2025-3-26 22:29:08
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Vanilla Floating Rate Instruments and Swaps, one usually a fixed-rate instrument and the other a floating-rate instrument. Its market value, which is initially nil, in general, remains very small over its life although it varies as a function of interest rates.Ligneous 发表于 2025-3-28 01:55:47
Basic Finance: Interest Rates, Discounting , Investments, Loansrious interest rates in use in the market and the different conventions they give rise to. We then discuss the methods of estimating present values and their applications to the analysis of investments, before studying the mechanics of long-term credits.ALT 发表于 2025-3-28 04:40:47
Introduction to the Analysis of Interest Rate and Credit Riskstors explaining the sensitivity to interest rates of fixed-income securities and simple quantitative estimates of interest rate risk are discussed first. A simple characterization and modeling of credit risk is then presented.harbinger 发表于 2025-3-28 08:05:06
Options (II): Continuous-Time Models, Black–Scholes and Extensionst constant volatility, Black’s model applying to futures contracts, Garman and Kholhagen’s model for options on exchange rates, Margrabe’s model for exchange options, and Heston’s model with stochastic volatility.Cosmopolitan 发表于 2025-3-28 12:46:24
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