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Search results “Forward rate of bonds”

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Views: 86076 Edspira

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Learn the difference between a forward rate and a spot rate, and how to determine spot rates from forward rates by setting up equivalent expressions. Then you can use those spot rates to calculate the price of a coupon-paying bond.
Views: 12820 Arnold Tutoring

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CFA | FRM | SFM | Excel Live Classes | Videos Available Globally For Details: www.aswinibajaj.com WhatsApp: +91 9831149876 or https://api.whatsapp.com/send?phone=919830497377&text=Want%20to%20know%20more%20about%20classes & we shall get back to you. E-mail: [email protected] Hope you had a great learning experience! Do Like and Subscribe! And check our other videos on Finance (CFA, FRM, SFM), Resume making, Career options, etc. Click to access playlist. https://www.youtube.com/channel/UCyt8... Thank you.
Views: 19664 ASWINI BAJAJ

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FinTree website link: http://www.fintreeindia.com FB Page link :http://www.facebook.com/Fin... We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video was recorded during a one of the CFA Classes in Pune by Mr. Utkarsh Jain. #CFA #FRM #FinTree

15:38
FinTree website link: http://www.fintreeindia.com FB Page link :http://www.facebook.com/Fin... We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live CFA Level I Classes in Pune (India).

06:54
What's the difference between a spot rate and a bond's yield-to-maturity? In this video you'll learn how to find the price of the bond using spot rates, as well as how to find the yield-to-maturity of a bond once we know it's price. Simply put, spot rates are used to discount cash flows happening at a particular point in time, back to time 0. A bond's yield-to-maturity is the overall return that the investor will make by purchasing the bond - think of it as a weighted average!
Views: 10450 Arnold Tutoring

40:48
In this video I introduce the concept of yield curves - plots of yield to maturity for various times to maturity for instruments of a similar quality (and often same issuer) I show how we can bootstrap a zero curve (spot curve) from a series of coupon paying instruments as long as we have one instrument on the yield curve that has only one cashflow remaining - this begins the bootstrapping process. I explain how the spot curve can be used to discount the individual cashflows at the correct time/discount factor to arrive at a more accurate fair price for the bond, and then the YTM can be calculated from that price.
Views: 12413 Matt Thomas

08:07
Calculation of the theoretical Treasury spot rate curve using bootstrapping and the value of a bond using spot rates.
Views: 28335 EduPristine

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[my xls is here https://trtl.bz/2GyTeex] The theoretical bond price is the present value if the future cash flows are discounted at the spot (aka, zero rates); in other words, it is the price given by discounted cash flow (DCF). We don't expect the traded (observed) price to exactly match because the DCF price is fundamental, yet technical factors influence price too (e.g., supply/demand, liquidity). Discuss this video here in our FRM forum: https://trtl.bz/2JJIxKG.
Views: 1422 Bionic Turtle

09:57

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FinTree website link: http://www.fintreeindia.com FB Page link :http://www.facebook.com/Fin... We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live CFA Level II Classes in Pune (India). #CFA #FixedIncome #FinTree

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FinTree website link: http://www.fintreeindia.com FB Page link :http://www.facebook.com/Fin... We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live CFA Level I Classes in Pune (India). This video tutorials covers following key points: 1. Meaning of Forward Rate Agreement (FRA) 2.Conventions used with FRA 3. Understanding LONG/SHORT positions of FRA 4. Calculation of payoff of FRA on maturity #CFA #FinTree

07:46
This narrated PPT describes how a zero coupon bond works, along with an example of how to calculate the yield to maturity. We contrast the yield to maturity with the bond equivalent yield.
Views: 24976 Elizabeth Schmitt

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A tricky learning objective in the FRM is "Discuss the effect maturity has on the price of a bond." Answer: Bond price increases with maturity whenever the coupon rate exceeds the forward rate over the period of maturity extension. Price decreases as maturity increases whenever the coupon rate is less than the relevant forward rate.
Views: 8253 Bionic Turtle

07:42
Given a 2.0 year spot and a 1.5 year spot, we want to solve for the six month forward staring in 1.5 years. That's the forward rate denoted by 1f3 or 0.5f1.5. For more financial risk management videos, visit our website! http://www.bionicturtle.com.
Views: 130284 Bionic Turtle

10:00
The theoretical spot rate curve is different than the par yield curve. Here is how to bootstrap the spot rate. For more financial risk videos, visit our website! http://www.bionicturtle.com
Views: 89936 Bionic Turtle

08:42
[my xls is here https://trtl.bz/2HMQkUU] Forward rates link two zero (aka, spot) rates by ensuring your expected return is the same between two choices: (1) invest at the longer-term spot rate versus (2) invest at the shorter-term spot rate and "roll over" into the implied forward rate. This is an implied forward rate that ignores other factors such as liquidity preference. Discuss here in our FRM forum: https://trtl.bz/2VH93eY.
Views: 1097 Bionic Turtle

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FinTree website link: http://www.fintreeindia.com FB Page link :http://www.facebook.com/Fin... This series of video covers the following key areas: o Relationship among Spot rates, o Relationship among Forward rates, o Forward rate Pricing, o Forward Rate Models, o Par Curve by Bootstrapping, o Evaluation of Spot rates, o Strategy of riding the yield curve, We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live CFA Level II Classes in Pune (India). #CFA #FRM #FinTree

01:15:08
Financial Theory (ECON 251) Where can you find the market rates of interest (or equivalently the zero coupon bond prices) for every maturity? This lecture shows how to infer them from the prices of Treasury bonds of every maturity, first using the method of replication, and again using the principle of duality. Treasury bond prices, or at least Treasury bond yields, are published every day in major newspapers. From the zero coupon bond prices one can immediately infer the forward interest rates. Under certain conditions these forward rates can tell us a lot about how traders think the prices of Treasury bonds will evolve in the future. 00:00 - Chapter 1. Defining Yield 09:07 - Chapter 2. Assessing Market Interest Rate from Treasury Bonds 35:46 - Chapter 3. Zero Coupon Bonds and the Principle of Duality 50:31 - Chapter 4. Forward Interest Rate 01:10:05 - Chapter 5. Calculating Prices in the Future and Conclusion Complete course materials are available at the Open Yale Courses website: http://open.yale.edu/courses This course was recorded in Fall 2009.
Views: 54685 YaleCourses

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define and compare the spot curve, yield curve on coupon bonds, par curve, and forward curve;
Views: 75 Ted Stephenson

08:07
Pure expectations says the long spot rates predict future spot rates (i.e., the forward rate is an unbiased predictor of future spot rates). "Liquidity Preference" adds a RISK PREMIUM: investors in longer maturities demand compensation for maturity risk (e.g., uncertainty, greater duration/interest rate risk). "Preferred habitat" adds the technical factor of supply/demand.
Views: 33995 Bionic Turtle

07:08
This video graphs the movements in maximum smoothness forward rates and zero coupon bond yields for the Thai Government Bond yield curve, daily from September 15, 1999 to December 30, 2016. Analysis by Kamakura Corporation from data from the Thai Bond Market Association. We recommend the video that uses "Thai On the Run" maturities only. The full set of yields from the Thai Bond Market Association contains some smoothing errors.

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Japanese Government Bond yield data from the Ministry of Finance, particularly in the 1974-1995 period, implies volatile forward rates. This video versus US Treasury forwards allows the viewer to make a judgment about whether to use all JGB data from the MOF or just "on the run" maturities.
Views: 159 KamakuraCorporation

06:02
A brief explanation of why forward and future rates are not the same as spot rates
Views: 91 Intelligent FX

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This week on BVTV, Fund Manager Matt Russell joins in to discuss bonds and interest rate risk: 1) Why an interest rate shock could cause carnage in bond markets 2) The duration impact on a credit portfolio 3) Best strategies to hedge against interest rate risk going forward Bond Vigilantes TV - The weekly review of global bond markets by the M&G Fixed Income team. https://www.bondvigilantes.com https://twitter.com/bondvigilantes
Views: 1535 Bond Vigilantes

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This clip is part of Professor Campbell Harvey's MBA introductory course on Global Financial Management
Views: 2414 Campbell Harvey

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This video applies the Maximum Smoothness Forward Rate Method of Adams and van Deventer (1994) using Kamakura Risk Manager on data supplied by Bloomberg for Government of Canada Securities. Bloomberg notes that there are discontinuities as the underlying bonds change from day to day. Conditional on the data being "true," forwards are the smoothest that can be derived. Some negative rates are implied by implausible input data to the smoothing process.

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You may have read news articles or heard somewhere that "the yield curve is flattening," but what does that mean? Find out with today's video! Intro/Outro Music: https://www.bensound.com/royalty-free-music Episode Music: http://freemusicarchive.org/music/Podington_Bear/ DISCLAIMER: This channel is for education purposes only and is not affiliated with any financial institution. Richard Coffin is not registered to provide investment advice and as such does not provide recommendations on The Plain Bagel - those looking for investment advice should seek out a registered professional. Richard is not responsible for investment actions taken by viewers.
Views: 185767 The Plain Bagel

31:05
Views: 19 Kaysar777

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This video applies the maximum smoothness forward rate approach to government bond yields reported by the Sveriges Riksbank in Sweden to daily yield curve movements from 1987 to 2016. More details are available from [email protected]

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MIT 15.401 Finance Theory I, Fall 2008 View the complete course: http://ocw.mit.edu/15-401F08 Instructor: Andrew Lo License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
Views: 92074 MIT OpenCourseWare

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Per the 2016 video, we use only the on the run maturities from the Japan Ministry of Finance to generate maximum smoothness forward rate and zero coupon bond yields via Kamakura Risk Manager version 10.0. This daily video is a classic study in negative rates.

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The forward rates implied by the full data set provided by the Thai Bond Market Association are unusually volatile. We demonstrate this with a daily comparison from September 15, 1999 to December 30, 2016 with U.S. Treasury forward rates.

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Views: 82297 Edspira

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​In this revision video we work through some numerical examples of the inverse relationship between the market price of fixed-interest government bonds and the yields on those bonds. ​Government bonds are fixed interest securities. This means that a bond pays a fixed annual interest – this is known as the coupon The coupon (paid in £s, \$s, Euros etc.) is fixed but the yield on a bond will vary The yield is effectively the interest rate on a bond. The yield will vary inversely with the market price of a bond 1.When bond prices are rising, the yield will fall 2.When bond prices are falling, the yield will rise - - - - - - - - - MORE ABOUT TUTOR2U ECONOMICS: Visit tutor2u Economics for thousands of free study notes, videos, quizzes and more: https://www.tutor2u.net/economics A Level Economics Revision Flashcards: https://www.tutor2u.net/economics/store/selections/alevel-economics-revision-flashcards A Level Economics Example Top Grade Essays: https://www.tutor2u.net/economics/store/selections/exemplar-essays-for-a-level-economics
Views: 62881 tutor2u

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This video illustrates the valuation of an interest rate swap as two bonds. For more information on interest rate swap (IRS), visit Bionic Turtle at https://www.bionicturtle.com.
Views: 27591 Bionic Turtle

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Views: 119 MaxWindsliver

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Using Kamakura Risk Manager, we create quarterly forward rates and zero coupon yields from daily "on the run" maturities supplied by the U.S. Department of the Treasury from January 2, 1962 until December 29, 2017. For data, contact [email protected]
Views: 871 KamakuraCorporation

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Using Kamakura Risk Manager, version 10.0, we create quarterly forward rates and zero coupon yields from daily "on the run" maturities supplied by the U.S. Department of the Treasury from January 2, 1962 until December 31, 2018. For data, contact [email protected]

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FinTree website link: http://www.fintreeindia.com Valuation of annual coupon bond Valuation of semi-annual coupon bond Duration -Modified Duration -Macaulay's duration -Price value of a Basis Point -Key Rate Duration(Level II) Understanding Spreads -G spread/Nominal Spread -I Spread -Z Spread -Option Adjusted Spread Bond Immunization FB Page link :http://www.facebook.com/Fin... We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live CFA Level III Classes in Pune (India).

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Introduction to how exchange rates can fluctuate More free lessons at: http://www.khanacademy.org/video?v=itoNb1lb5hY

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FinTree website link: http://www.fintreeindia.com FB Page link :http://www.facebook.com/Fin... This video Covers the following key areas: -Nominal & Effective Rate Conversions -I - conversion Function -Interest Conversions on the BA II PLUS™ and the BA II PLUS™ PROFESSIONAL - Compound Interest: Interest Conversion Function We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live CFA Level I Classes in Pune (India).

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Lesson discussing how the value of a bond changes when coupon rates and market rates differ. Looks at why a bond will trade at a premium, discount, or at par For more questions, problem sets, and additional content please see: www.Harpett.com. Video by Chase DeHan, Assistant Professor of Finance at the University of South Carolina Upstate.
Views: 4135 Harpett

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Why would the prices differ? The key difference is the daily settlement of the futures contract. The investor in a futures contract must maintain a margin account. The key issue is the correlation between the spot price and the interest rate. If the correlation (spot, interest rate) is strongly positive, an increase in the spot implies an increase in the forward/futures value (recall delta equals approximately 1.0 for both). But only the futures contract is settled daily. In this case, an increase in value implies excess margin; the excess margin can be withdrawn from the margin account and (owing to the positive correlation) invested at a higher interest rate. For more financial risk videos, visit our website! http://www.bionicturtle.com
Views: 94774 Bionic Turtle

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Views: 50888 Ronald Moy

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The interest rate forward curve is used to price interest rate hedging products (IRHP) such as interest rate swaps. It is used as the basis for the market expectation of interest rates, as described in Swaps Film #swapsfilm
Views: 163 Bankirsa.com

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Download Preston's 1 page checklist for finding great stock picks: http://buffettsbooks.com/checklist Preston Pysh is the #1 selling Amazon author of two books on Warren Buffett. The books can be found at the following location: http://www.amazon.com/gp/product/0982967624/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=0982967624&linkCode=as2&tag=pypull-20&linkId=EOHYVY7DPUCW3WD4 http://www.amazon.com/gp/product/1939370159/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=1939370159&linkCode=as2&tag=pypull-20&linkId=XRE5CA2QJ3I2OWSW In this lesson, students learned how to read a yield curve. When looking at the yield curve, it has two major components - yield and term. The yield is found on the y axis and it represents the amount of interest that we'll be paid for owning a particular bond. The term is found on the x axis and it represents the duration we would hold the bond at the specified yield. Although reading a yield curve is fairly straight forward, many people fail to recognize its importance in determining the direction of the economy. As you saw in the video, the yield curve is flat or slightly inverted when a financial market is at its peak. Slightly before and after a market collapses, you would find the yield curve slope in a positive direction. When we move into Course 2, Unit 3, it'll be important to continue looking at the yield curve as we determine a metric for our "zero risk" investment - the 10 year federal note.
Views: 175365 Preston Pysh

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Financial Math for Actuarial Exam 2 (FM), Video #145. Exercise 6.3.5 (modified) from "Mathematics of Investment and Credit", 7th Edition, by Samuel A. Broverman.
Views: 164 Bill Kinney

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This video explains the relationship between inflation and interest rates along with bond prices and rates. This video explains inflation and its effect on interest earned by investors. यह विडियो महंगाई दर और इंटरेस्ट रेट के बीच के सम्बन्ध को समझाता है, की किस प्रकार से महंगाई दर के बढ़ने और घटने का असर इंटरेस्ट रेट आदि पर पड़ता है.