Professor of finance

 KIAN-GUAN LIM 

WORKSHOP C: FIXED INCOME MODELS

Interest Rate Fundamentals

Bond Analytics   

Interest Rate Futures

Swaps

 

QF302 INVESTMENT AND FINANCIAL DATA ANALYSIS

Data Storeroom   Introduction

Lecture 1A            Lecture 3A            Lecture 5A            Lecture 7A            Lecture 9A

Lecture 1B            Lecture 3B            Lecture 5B            Lecture 7B            Lecture 9B

Lecture 2A            Lecture 4A            Lecture 6A            Lecture 8A

Lecture 2B            Lecture 4B            Lecture 6B            Lecture 8B

 

 

ADVANCED DERIVATIVES ANALYSIS

Forwards

Futures

Interest Rate Futures        

Binomial Option Pricing  

Option Embedded Bonds

 

SUNDRY ARTICLES

Efficient Markets Hypothesis: Development Perspective

Quantitative Techniques in VaR

Regression

QF302 STRUCTURED FINANCE

Exotic Options

CE03

CE04

CE05

CE06

Interest Rate Derivatives

Interest Rate Modeling

CE01

CE02      

 

Swaps

Risk Applications of Swaps

Risk Applications of Forwards

Risk Applications of Options

Sample Test 1

Sample Test 2