The Term Structure of Interest Rates: Spot, Par, and Forward Curves (2024 CFA® Level I Exam FI LM 9)

Sdílet
Vložit
  • čas přidán 20. 10. 2023
  • Prep Packages for the CFA® Program offered by AnalystPrep (study notes, video lessons, question bank, mock exams, and much more):
    Levels I, II & III (Lifetime access): analystprep.com/shop/cfa-unli...
    Level I: analystprep.com/shop/cfa-leve...
    Level II: analystprep.com/shop/learn-pr...
    Level III: analystprep.com/shop/cfa-leve...
    Prep Packages for the FRM® Program:
    FRM Part I & Part II (Lifetime access): analystprep.com/shop/unlimite...
    Topic 7 - Fixed Income
    Learning Module 9 - The Term Structure of Interest Rates: Spot, Par, and Forward Curves
    - LOS : Define spot rates and the spot curve, and calculate the price of a bond using spot rates.
    - LOS : Define par and forward rates, and calculate par rates, forward rates from spot rates, spot rates from forward rates, and the price of a bond using forward rates.
    - LOS : Compare the spot curve, par curve, and forward curve.

Komentáře • 3

  • @Red-op8lf
    @Red-op8lf Před 5 měsíci +3

    Your videos are awesome, I use them whenever I can’t understand the book thank you!

    • @analystprep
      @analystprep  Před 4 měsíci

      Happy to help! If you like our video lessons, it would be appreciated if you could take 2 minutes of your time to leave us a Google review using this link: g.page/r/CQIlM78xSg01EB0/review

  • @Darth.Caedus
    @Darth.Caedus Před 3 měsíci +1

    Is there any way to calculate multi year spot rates to arrive at PV using texas ba plus? Because manual calculations takes too long