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Fixed Income

This class was created by Brainscape user Zakarias Larsson. Visit their profile to learn more about the creator.

By: Zakarias Larsson
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Decks in this class (6)

The Term Structure and Interest Rate Dynamics
Give two interpretations for the ...,
How do i interpret this forward r...,
If one period forward rates are d...
54  cards
The Arbitrage-Free Valuation Framework
How do we calculate the number of...,
Interest rate tree i2ll referes to,
In determining the appropriate le...
55  cards
Credit Analysis Models
Default risk,
Default risk preimium,
Credit risk
25  cards
Credit Default Swaps
In regards to cds short position ...,
In regards to cds long position o...,
Seller of cds
36  cards
The Arbitrage-Free Valuation Framework
Interest rate tree is a visual re...,
What is stripping,
What is reconstitution
5  cards
Convertible bond
Formula for value of callable put...
1  cards

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Fixed Income

  • Class purpose General learning

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