SYLLABUS Previous: 5.4 Computer quiz
Up: 5 BONDS, SWAPS AND
Next: 5.6 Further reading and
5.5 Exercises

5.01 Yield curve modeling.


5.02 Forecasting interest rates.


5.03 Price of a collar.


5.04 Equilibrium swap rate.


5.05 Model for a coupon paying bond.


5.06 Modeling a capped bond.


5.07 Forecasting volatility.


5.08 Hull and White model for a bond.
The color coding corresponds to the expected level of difficulty:

Easy.
 The problem is a direct application of the theory in a situation of
practical interest: solutions typically combine text without formulas,
ASCII plots and parameters of the VMARKET applet without any
programming.

Moderate.
