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Fixed Income by xuntao0530 is a document available to read on EtoBox.

What is Fixed Income about?

The document covers various aspects of fixed income, including spot rates, forward rates, yield curves, and bootstrapping techniques. It also discusses OIS discounting, SOFR, short rate models, and the HJM framework, along with interest rate products and Monte Carlo simulations. Additionally, it addresses Greek calculations and tree models, concluding with the SIMM and Heston model.

Author

xuntao0530

Language

EN