Examination records - previous years
Chapter 2. First market models
Chapter 3. Term structure models
Chapter 4. Applications of term structure models
Chapter 5. Structural models
Lectures associated with chapter 1
Kaldor 1939, Blau 1944, Grossman 1977
Lectures associated with chapter 2
Gorton et al 2012, Financialization 2017, Convenience yield, Review Financialization.
Lectures associated with chapter 3
Seminal model, 1997; Review on term structure models; Common factors in term structures ; Kalman filters; Theories of the term structures