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| A Model for Valuing Bonds and Embedded Options Discussion of basic bond discounting, and advanced pricing of bonds with embedded options. Presented by Andrew Kalotay, George Williams, and Frank Fabozzi. | |
| Risk Neutral Pricing and the Term Structure of Interest Rates Critical review of theories of term structure that employ the risk neutral pricing methodology. | ||
| Binomial Interest Rate Pricing Modeling interest rate paths and pricing interest rate derivatives off binomial trees. Provided in lecture notes from the University of Illinois. | ||
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