The Forward Equations

From the course by Колумбийский университет
Financial Engineering and Risk Management Part I
1291 ratings
Колумбийский университет
1291 ratings
From the lesson
Term Structure Models I
Binomial lattice models of the short-rate; pricing fixed income derivative securities including caps, floors swaps and swaptions; the forward equations and elementary securities.

Meet the Instructors

  • Martin Haugh
    Martin Haugh
    Co-Director, Center for Financial Engineering
    Industrial Engineering & Operations Research
  • Garud Iyengar
    Garud Iyengar
    Industrial Engineering and Operations Research Department