2009 | OriginalPaper | Buchkapitel
Interest Rates and Related Contracts
verfasst von : Damir Filipović
Erschienen in: Term-Structure Models
Verlag: Springer Berlin Heidelberg
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A bond is a securitized form of a loan. Bonds are the primary financial instruments in the market where the time value of money is traded. This chapter provides the basis concepts of interest rates and bond markets. We start with zero-coupon bonds and define a number of related interest rates. We then look at market conventions and learn how caps, floors and swaptions are priced by market practice.