Track 06
Run in order6 cases · 4h · Intro to advanced
Fixed Income
From one rate and one bill to a curve of maturities, then to bonds that may not pay.
The arc
- 130 min
Treasury bills priced from a single rate.
- 260 min
B01 Bond valuation in a three-year market
Coupon and zero bonds in one three-year market.
- 340 min
Short and long bonds when rates move.
- 440 min
A curve of maturities that has to hang together.
- 530 min
A bond that may not pay.
- 640 min
Bills, government and corporate bonds in one book.