Lecture notes in Finance 2
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Lecture notes in Finance 2
Lecture Notes in Finance 2 (MiQE/F, MSc course at UNISG)Paul Sõderlind142742‘University of St. Gallen. Address: s/bf-HSG. Rosenbergstrasse 52. CH-9000 Lecture notes in Finance 20 St. Gallen.Sw itzerland. E-mail: Paul.Sodcrlind@unisg.ch. Document name: Fin2MiỌEFAlI.TcX.Contents15Forwards and Futures515.1Derivatives ......................................................... 515.2Forward and Futures.................................................. 515.3Appendix: Data Sources* Lecture notes in Finance 2............................................. 1416Interest Rate Calculations1516.1Zero Coupon (discount or bullet) Bonds..............................Lecture notes in Finance 2
1516.2Forward Rates....................................................... 2016.3Coupon Bonds .......................................................Lecture Notes in Finance 2 (MiQE/F, MSc course at UNISG)Paul Sõderlind142742‘University of St. Gallen. Address: s/bf-HSG. Rosenbergstrasse 52. CH-9000 Lecture notes in Finance 2 3216.6Estimating the Yield Curve.......................................... 3616.7Conventions on Important Markets*................................... 4316.8Other Instalments................................................... 4616.9Appendix: More on ForwardRates*.................................... Lecture notes in Finance 25016.10Appendix: More Details on Bond Conventions*......................... 5317Bond Portfolios and Hedging5817.1Bond Hedging.........................Lecture notes in Finance 2
............................... 5817.2Duration: Definitions............................................... 5917.3Using Duration to Improve the HedgingLecture Notes in Finance 2 (MiQE/F, MSc course at UNISG)Paul Sõderlind142742‘University of St. Gallen. Address: s/bf-HSG. Rosenbergstrasse 52. CH-9000 Lecture notes in Finance 2perties of Yield Curves................................ 7618.2Yield Curve Models.................................................. 7818.3Interest Rates and Macroeconomics................................... 8618.4Forecasting Interest Rates............................................ 9318.5Risk Premia Lecture notes in Finance 2 on Fixed Income Markets................................... 9419Basic Properties of Options9819.1Derivatives .........................................Lecture notes in Finance 2
.................. 9819.2Introduction to Options................................................ 9819.3Pul-Call Parity for European Options...........Lecture Notes in Finance 2 (MiQE/F, MSc course at UNISG)Paul Sõderlind142742‘University of St. Gallen. Address: s/bf-HSG. Rosenbergstrasse 52. CH-9000Lecture Notes in Finance 2 (MiQE/F, MSc course at UNISG)Paul Sõderlind142742‘University of St. Gallen. Address: s/bf-HSG. Rosenbergstrasse 52. CH-9000Gọi ngay
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