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Learn · Quantitative Investment Management

Lecture 32 of 60Week 7

Floaters, Caps & Floors

Prof. J. P Singh · IIT Roorkee

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From
Quantitative Investment Management, IIT Roorkee (at NPTEL)
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only.
Attribution
NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
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All the lectures

  1. Overview & Introduction, Debt & Equity YouTube
  2. Hybrids, Derivatives YouTube
  3. Financial Risk YouTube
  4. Arbitrage YouTube
  5. Arbitrage Free Pricing YouTube
  6. Arbitrage Free Pricing of Bonds YouTube
  7. Forward Rates, Bond Pricing with Forward Rates YouTube
  8. Binomial Interest Rate Tree YouTube
  9. Bond Pricing with Binomial Trees YouTube
  10. Bond Pricing Contd. YouTube
  11. Valuation of Bonds with Embedded Options YouTube
  12. Features of Option Embedded Bonds YouTube
  13. Yield to Maturity YouTube
  14. Bond Yields & Yield Spreads YouTube
  15. Z Spread & Option Adjusted Spread (OAS) YouTube
  16. Yield Spreads Contd. YouTube
  17. Interest Rate Risk YouTube
  18. Duration & Immunization YouTube
  19. Immunization & Bond Dynamics YouTube
  20. Duration Properties YouTube
  21. Effective Duration YouTube
  22. Key Rate Duration YouTube
  23. One Sided Duration YouTube
  24. Modeling of Fixed Income Returns YouTube
  25. Immunizing a Single Liability YouTube
  26. The Barbell Strategy -1 YouTube
  27. The Barbell Strategy -2 YouTube
  28. Yield Shifts & Immunization YouTube
  29. Fixed Income Portfolio Strategies -1 YouTube
  30. Fixed Income Portfolio Strategies - 2 YouTube
  31. Fixed Income Portfolio Strategies - 3 YouTube
  32. Floaters, Caps & Floors YouTube
  33. Derivatives, A Recapitulation YouTube
  34. Forward Pricing – Investment Assets YouTube
  35. Forward Pricing – Consumption Assets YouTube
  36. Introduction to Options YouTube
  37. Put Call Parity & Arbitrage YouTube
  38. American Options – 1 YouTube
  39. American Options – 2 YouTube
  40. Option Trading Strategies – 1 YouTube
  41. Option Trading Strategies – 2 YouTube
  42. Option Trading Strategies – 3 YouTube
  43. Option Pricing – Binomial Model – 1 YouTube
  44. Option Pricing – Binomial Model – 2 YouTube
  45. Option Pricing – American Options YouTube
  46. Random Walks YouTube
  47. Brownian Motion YouTube
  48. Stochastic Calculus YouTube
  49. Stock Price Modelling YouTube
  50. Black Scholes Model YouTube
  51. Futures - 1 YouTube
  52. Futures – 2 YouTube
  53. Forward vs Futures Prices YouTube
  54. Futures Hedging YouTube
  55. Issues in Futures Hedging YouTube
  56. Perfect Futures Hedge, Cross Hedge, Tailing the Hedge YouTube
  57. Stock Index Futures – 1 YouTube
  58. Stock Index Futures – 2 YouTube
  59. Interest Rate Futures – 1 YouTube
  60. Interest Rate Futures – 2 YouTube