66 - 固定收益-Derivatives and Fixed Income

66-1 Comments and note on previous Lecture

66-2 Determination of Futures Price Cost-of-Carry Model

66-3 Known Cash Dividends and Interest Cost

66-4 Treasury Bond Futures

66-5 Long-Term Interest Rate Risk Management

66-6 Long-Term Interest Rate Risk Management with T-Bond Futures（一）

66-7 Long-Term Interest Rate Risk Management with T-Bond Futures（二）

66-8 Contents

66-9 Forward and spot interest rate（一）

66-10 Forward and spot interest rate（二）

66-11 Valuation of FRAs

66-12 Interest Rate Swap (IRS)

66-13 Valuation of Bond with Embedded Option

66-14 Risk Neutral Pricing

66-15 Callable Bond

66-16 Putable Bond