Interest Rate Term Structure Models: Introductory Concepts
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Interest Rate Term Structure Models: Introductory Concepts
Explains visually and mathematically the basic Term Structure modelling concepts, such as instantaneous forward rate, short rate, rolling bank account, zero coupon bond, and how they are linked together. Here is the outline of the content by timeline: 0:37/16:00: Explains the concept of the Term Structure and its dynamics 02:12/16:00: Explains ...
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