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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: 3871 Arnold Tutoring

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Views: 69472 Edspira

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Views: 9684 ASWINI BAJAJ

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This CFA Level I video covers concepts related to: • Forward Rates • Spot Rates and Forward Rates • Yield, Spot and Forward Rate Curves • Valuing a Bond with Forward Rates For more updated CFA videos, Please visit www.arifirfanullah.com.
Views: 54859 IFT

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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.
Views: 21705 FinTree

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A simple comparison using a 2.5 year \$100 par 6% semiannual coupon bond. Spot rate: the yield for each cash flow that treats the cash flow as a zero-coupon bond. A coupon-paying bond is a set of zero-coupon bonds. Forward rate: the implied forward rates that make an investor indifferent to rolling over versus investing at spot. Yield to maturity (YTM, an IRR): the single rate that can be used to discount all of the bond's cash flows, in order to price the bond correctly. So the YTM is a flat horizontal line. For more financial risk videos, visit our website! http://www.bionicturtle.com
Views: 47330 Bionic Turtle

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(23 min video), Simplistic, story oriented and Formula free approach to FORWARD RATE INTEREST (FRI) - BOND VALUATION (which forms basis for Pricing of FORWARD RATE AGREEMENTS FRA) for CA FINAL SFM by CA PRAVIIN MAHAJAN. Classes for CA FINAL SFM at Laxmi Ngr and Paschim Vihar (Delhi) 9354 720 515, 9871255244
Views: 6743 CA PRAVIIN MAHAJAN

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An intro to the difference between foreign exchange spot and forward rates. For more questions, problem sets, and additional content please see: www.Harpett.com. Video by Chase DeHan, Assistant Professor of Finance and Economics at the University of South Carolina Upstate.
Views: 48144 Harpett

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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: 124847 Bionic Turtle

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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: 2537 Arnold Tutoring

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This video is for Economic (H) students in Semester 3. The topic explains Yield spot and forward rate concept in details.
Views: 52 Ink Pot Online

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We offer the most comprehensive and easy to understand video lectures for CFA and FRM Programs. To know more about our video lecture series, visit us at www.fintreeindia.com This Video lecture was recorded by Mr. Utkarsh Jain, during his live CFA Level I Classes in Pune (India). This video lecture covers following key area's: 1. Delivery/settlement and default risk for both long and short positions in a forward contract. 2. Procedures for settling a forward contract at expiration, and how termination prior to expiration can affect credit risk. 3. Distinguish between a dealer and an end user of a forward contract. 4. Characteristics of equity forward contracts and forward contracts on zero-coupon and coupon bonds. 5. Characteristics of the Eurodollar time deposit market, and define LIBOR and Euribor 6. Forward rate agreements (FRAs). 7. Payoff of a FRA . 8. Characteristics of currency forward contracts.
Views: 41425 FinTree

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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: 8453 Matt Thomas

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We offer the most comprehensive and easy to understand video lectures for CFA and FRM Programs. To know more about our video lecture series, visit us at www.fintreeindia.com Video lecture recorded during a live classroom session of FRM Part- I in FinTree at Pune center. This Video covers bootstrapping spot rates from bond prices.
Views: 16794 FinTree

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Views: 51858 Marketplace APM

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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: 84410 Bionic Turtle

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Views: 983 MBAbullshitDotCom

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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: 89703 Bionic Turtle

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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).
Views: 25373 FinTree

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Calculation of the theoretical Treasury spot rate curve using bootstrapping and the value of a bond using spot rates.
Views: 24317 EduPristine

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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: 152989 Preston Pysh

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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: 49984 YaleCourses

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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: 136 KamakuraCorporation

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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: 8163 Bionic Turtle

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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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This video shows daily movements in quarterly forward rates and zero coupon bond yields derived by applying the maximum smoothness forward rate technique of Adams and van Deventer (as corrected) to data provided by the Central Bank of Russia. Observations are daily from January 4, 2003 through February 28, 2017.

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Academic Explanation of the Concepts of Interest Rate Swaps
Views: 192384 collegefinance

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Using Kamakura Risk Manager, forward rates and zero coupon bond yields were generated to be consistent with yield curves published by the Monetary Authority of Singapore. The maximum smoothness forward rate technique of Adams and van Deventer was applied.
Views: 111 KamakuraCorporation

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Pre-requisites: Yield curve (Fixed income 03)

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An FRA is a contract that lets the buyer (who is long the rate) lock-in an interest (borrowing) rate. In this example, the FRA buyer locks in LIBOR at 3%. For more financial risk videos, visit our website! http://www.bionicturtle.com
Views: 90082 Bionic Turtle

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Views: 12396 CARAJACLASSES

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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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Views: 33864 Zions TV

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In this lecture, we price the same standard bond given three different ratings agency ratings, which has given us three different required overall yields to get from the bond, given the changing levels of risk. After explaining the theory of present valuing the different fixed cashflows, we then use an Excel spreadsheet to calculate the three different bond prices. The lecture finishes with an Excel chart which displays the relationships between coupon rate, flat yield, and yield to maturity, as well as highlighting the most important concept in bond trading; when required interest rates go up, bond prices go down, and when required interest rates go down, bond prices go up. For those who wish to know how to calculate a yield to maturity given a market bond price, see the next lecture. Previous: http://www.youtube.com/watch?v=-tN32FU3D_k Next: http://www.youtube.com/watch?v=hHR_GSEisRs For financial education from London to Singapore and beyond, please contact MithrilMoney via the following website: http://mithrilmoney.com/ This MithrilMoney lecture was delivered by Andy Duncan, CQF. Please read our disclaimer: http://mithrilmoney.com/disclaimer/
Views: 40613 MithrilMoney

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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: -Investment and consumption assets -Short-selling and calculate the net profit of a short sale of a dividend-paying stock -Forward and futures contracts and relationship between forward and spot prices -The forward price given the underlying asset's spot price, and arbitrage argument between spot and forward prices. -The relationship between forward and futures prices -Forward foreign exchange rate using the interest rate parity relationship -Income, storage costs, and convenience yield -The futures price on commodities incorporating income/storage costs and/or convenience yields -Using the cost-of-carry model, forward prices where the underlying asset either does or does not have interim cash flows 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 FRM Classes in Pune (India).
Views: 18717 FinTree

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Tim Bennett explains how an interest rate swap works - and the implications for investors. --- MoneyWeek videos are designed to help you become a better investor, and to give you a better understanding of the markets. They’re aimed at both beginners and more experienced investors. In all our videos we explain things in an easy-to-understand way. Some videos are about important ideas and concepts. Others are about investment stories and themes in the news. The emphasis is on clarity and brevity. We don’t want to waste your time with a 20-minute video that could easily be so much shorter.
Views: 521130 MoneyWeek

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Interest rate parity gives us a theoretical link between the spot currency exchange rate and the forward currency exchange rate (it is a flavor of the cost of carry model). For more financial risk videos, visit our website! http://www.bionicturtle.com
Views: 54627 Bionic Turtle

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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: 23157 Bionic Turtle

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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).
Views: 9649 FinTree

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Views: 1180 GSB MOOC

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This clip is part of Professor Campbell Harvey's MBA introductory course on Global Financial Management
Views: 2388 Campbell Harvey

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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.