Fixed Income OpenCourseWare
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

Resources

Text Coverage

Brigo & Mercurio 1.1–1.2

Brigo & Mercurio, Interest Rate Models, 2nd ed.