Courses · Rates & derivatives
Rates & derivatives
From Zero to the Curve
Discount factors to a full trading-desk pricing capstone.
0
Module 0
Toolkit & mathematical warm-up
1
Module 1
The time value of money
2
Module 2
Dates are half the job
3
Module 3
Deposits, FRAs, and the first bootstrap
4
Module 4
Swaps, and why one curve became many
5
Module 5
Risk: what traders actually look at
6
Module 6
Options I: payoffs, parity, Black
7
Module 7
Options II: the smile
8
Module 8
Models: when statics aren't enough
9
Module 9
Credit & XVA: the price of the counterparty
10
Module 10