Fixed Income OpenCourseWare
Lecture 04Brigo & Mercurio Sections 2.3.1–2.6.1

Forward Measures

Completing the numeraire-change toolkit: drift corrections, diffusion-coefficient notation, convenient numeraires, the T-forward measure, and fundamental pricing formulas.

Lecture Video

Resources

Text Coverage

Brigo & Mercurio Sections 2.3.1–2.6.1

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