Course Materials
Lectures
Video lectures for each batch. Each lecture follows the corresponding notes closely and covers derivations in real time.
Lecture 01Brigo & Mercurio 1.1–1.2
Bank Account, Discounting, Zero-Coupon Bonds, and Spot RatesFoundational discounting objects for the course: money-market account, short rate, discount factor, zero-coupon bond, and spot-rate conventions.