Solved Exercises in Fixed Income
Question_Solutions_QM_FI.pdfSolved Exercises on Basic Compounding and Discounting, Functioning of Bonds, FRA, Bootstrapping
Fixed_Income_HomeworkPartII.pdfSolutions_Homework_PartI.xlsmSolutions_Homework_PartII.xlsmSolved Exercises on Interest Rate derivatives: swaps, caps, swaptions, bond options, change of numeraire, futures, hedging, credit risk, short rate and HJM models