Lecture 01Brigo & Mercurio 1.1–1.2
Bank Account, Discounting, Zero-Coupon Bonds, and Spot Rates
Foundational discounting objects for the course: money-market account, short rate, discount factor, zero-coupon bond, and spot-rate conventions.
Lecture Video
Text Coverage
Brigo & Mercurio 1.1–1.2
Brigo & Mercurio, Interest Rate Models, 2nd ed.