Andrew Gunstensen, head of quantitative strategies at Mizuho in New York and MIT PhD in Geophysics, delivers an insightful and comprehensive talk on linear interest rate products, focusing on fundamentals, market structure, valuation, hedging, and electronic trading. He covers the basics of interest rates and their significance as the largest and most liquid financial markets, the transition from LIBOR to SOFR after the 2008 financial crisis, and the complexities of discounting, yield curve construction, and swap valuation.