채권금융론

1.		Class introduction: Presentation assignment
2.		Mathematical constant, natural logarithm, bond basics
3.		Taylor series expansion
4.		Taylor series expansion (review), Duration and convexity
5.		Implicit government subsidy vs public enterprise, state-owned company
6.		Implicit government subsidy illustration, One Step Binomial Trees
7.		One Step Binomial Trees
8.		One Step Binomial Trees
9.		The Value of a Swap, Swap Rate, Swap Curve
10.		The Convergence Property of Futures Prices
11.		Option as Insurance Contracts, Option Strategies, Put-Call Parity
12.		Develop an R code to compute IRR (internal rate of return) using R optimization
13.		Multi-Step Binomial Trees
14.		Arrow-Debreu Securities; Ho-Lee model
15.		Ho-Lee model
		BDT model; Intermediate cash flows; American Option; Callable Bonds
		INTEREST RATE MODELS IN CONTINUOUS TIME
		INTEREST RATE MODELS IN CONTINUOUS TIME
		Fundamental PDE and Ho-Lee model
		Convertible bond and Hull-White Model
		NO ARBITRAGE AND THE PRICING OF INTEREST RATE SECURITIES
		FORWARD RISK NEUTRAL PRICING AND THE LIBOR MARKET MODEL
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