Explore the intricacies of Eurodollar Futures, a pivotal tool for managing short-term interest rate exposure and influencing yield curves. Learn about their mechanisms, uses, and impact on financial markets.
Explore the role of caps, floors, and collars in managing interest rate risk within fixed income securities. Understand their mechanisms, applications, and strategic importance in hedging against interest rate volatility.
Explore the Heath-Jarrow-Morton (HJM) Framework, a pivotal model in fixed income analysis, focusing on its application in modeling forward rate curves and pricing interest rate derivatives.
Explore the use of interest rate derivatives, including futures, forwards, options, and swaps, to hedge against adverse interest rate movements. Understand strategies, risks, and costs associated with derivative hedging.