Interest Rate Derivatives (2013-2018)

Department of Statistics and Quantitative Methods, Università Milano-Bicocca

2018-2019 course page: https://elearning.unimib.it/course/view.php?id=19623

Compilare al più presto il modulo per iscriversi alla mailing list e formare i gruppi di lavoro per le esercitazioni

Reference text book: Options, Futures and Other Derivatives, 8th edition, John Hull

  1. 2018-10-11 11:30-14:30 U7 Lab 719
    Interest Rate Basics http://bit.ly/2A5lnte
  2. 2018-10-18 11:30-14:30 U7 Lab 719
    Rate Curves Calibration http://bit.ly/2yEidKS
  3. 2018-10-25 11:30-14:30 U7 Lab 719
  4. 2018-11-08 11:30-14:30 U7 Lab 719
  5. 2018-11-15 11:30-14:30 U7 Lab 719
  6. 2018-11-22 11:30-14:30 U7 Lab 719
  7. 2018-11-29 11:30-14:30
  8. 2018-12-06 11:30-14:30 U7 Lab 718
  9. 2018-13-13 11:30-14:30
  10. 2018-13-20 11:30-14:30 U7 Lab 718
  11. 2019-01-10 12:30-15:30 U6 26

Excel addin, spreadsheets, and C++ code:

https://www.quantlib.org