Description

Very detailed notes with diagrams and formulas. Includes some detail from tutorials. Topics include: introduction, pricing of option free bonds, duration and convexity, yield curve and term structure of interest rates, term structure of interest rates, building a spot curve, bond portfolio management I & II, securitisation I & II, interest rate derivatives, bonds with embedded options.


USYD

Semester 2, 2018


45 pages

18,648 words

$29.00

13

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