Course Materials
Lecture Notes
Detailed notes for each lecture, covering derivations, definitions, and worked examples. Notes are released alongside each weekly batch.
Lec. 01
Bank Account, Discounting, Zero-Coupon Bonds, and Spot Rates
Brigo & Mercurio 1.1–1.2
Foundational discounting objects for the course: money-market account, short rate, discount factor, zero-coupon bond, and spot-rate conventions.