Lectures | Keyworks |
L1 | Discount factors, spot rates, forward rates, Yield to Maturity, Accrued Interest |
L2 | DV01, Duration, Convexity |
L3 | Term Structure Models:
Key Rates (& Perturbations), Binomial Models, Backward Induction |
L4 | FI derivatives:
Swaps, Caps, Floors, Options, Callable and Putable bonds, Forwards and Futures |