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University of Cambridge >  Department of Physics. Cavendish Laboratory >  Theory of Condensed Matter > Geoff Milward

 

 

   

 

Graduate Lectures

I hope to be able to offer a short course of lectures to PhD students as part of the Transferable skills programme.  My intention is to be able to explain at least the basics of

  • The dealing room and its function
  • Bonds trading, valuing and heding, focusing on the US government bond markets
  • The zero coupon yield curve
  • Swaps FRAs and interest rate futures
  • Options, the very basics

These ideas are at a very early stage, and so any comments or suggestions would be most welcome.  It is not my intention to give a course on option mathematics, nor economic theory, but a good introduction to those many graduates who go into the city.