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interestrateswaps

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konimarti / fixedincome

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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

finance options fintech valuation quantitative-finance financial-analysis bonds fixed-income montecarlo-simulation options-pricing vasicek termstructure forwards interestrateswaps ho-lee forwardrateagreement
  • Updated Mar 31, 2023
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