Financial Engineering Lecture 2: Basic Fixed Income Securities

,,,,     This lecture presents an introduction to basic fixed income securities.

1  Basics of fixed income securities

1.1  Introduction to no-arbitrage

Lecture slides

 

1.2  Interest rates and fixed income instruments

Lecture slides

 

 

 

2  Basic fixed income instruments

2.1  Floating rate bonds and term structure of interest rates

Lecture slides

 

 

2.2  Forward contracts

Lecture slides

 

Course Posts: