forwardrateagreement

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• konimarti / fixedincome

  Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters

  bondsfinancefinancial-analysisfintechfixed-incomeforwardrateagreementforwardsho-leeinterestrateswapsmontecarlo-simulationoptionsoptions-pricingquantitative-financetermstructurevaluationvasicek
  Language:Go 7