State the term bootstrapping using discount factors
State the term bootstrapping using discount factors.
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Bootstrapping implies building up a forward interest-rate curve which is consistent along with the market prices of common fixed-income instruments like bonds and swaps. The resulting curve can after that be used to value other instruments, like bonds which are not traded.
Explain an example of Margin Hedging in Metallgesellschaft and Long Term Capital Management.
Explain the poisson processes.
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How are financial or economic variable represented by index?
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Explain the Simulations tool in Quantitative Finance.
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