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Expectations Theory of the Term Structure of Interest Rates - Overview
 
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An overview of expectations theory of the term structure of interest rates. -------------------------------------------------------------------------------- General Recommendations for Finance Reading -------------------------------------------------------------------------------- Fundamentals of Investments: http://amzn.to/2r9gCXC The Intelligent Investor: http://amzn.to/2sGY6rt A Random Walk Down Wall Street: http://amzn.to/2r9qX5N
Expectations Theory (Finance)
 
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An explanation of Expectations Theory
Views: 21347 Study Now
Expectations Theory - Forward Rates - Example 1
 
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Example: Suppose that a one year bullet bond has an interest rate of 3.5 percent per year and a two year bullet bond has an interest rate of 4 percent per year. Both bonds are risk free and are quoted on an annual compounding basis. What do we expect the interest rate to be on a one year bullet bond in one year? -------------------------------------------------------------------------------- General Recommendations for Finance Reading -------------------------------------------------------------------------------- Fundamentals of Investments: http://amzn.to/2r9gCXC The Intelligent Investor: http://amzn.to/2sGY6rt A Random Walk Down Wall Street: http://amzn.to/2r9qX5N
Expectations Theory - Forward Rates - Example 2
 
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Example: Suppose that a two year bullet bond has an interest rate of 3 percent per year and a three year bullet bond has an interest rate of 5 percent per year. Both bonds are risk free and are quoted on an annual compounding basis. What do we expect the interest rate to be on a one year bullet bond in two years? -------------------------------------------------------------------------------- General Recommendations for Finance Reading -------------------------------------------------------------------------------- Fundamentals of Investments: http://amzn.to/2r9gCXC The Intelligent Investor: http://amzn.to/2sGY6rt A Random Walk Down Wall Street: http://amzn.to/2r9qX5N
Expectation Theories of Yield Term Structures
 
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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: 33294 Bionic Turtle
Expectations Theory
 
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If you like the video please like & share the video & do subscribe to this channel for more video. Thank you for watching the video.
Term Structure of Interest Rates Part 2:  Expectations Theory
 
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More videos at http://facpub.stjohns.edu/~moyr/videoonyoutube.htm
Views: 24369 Ronald Moy
Relationship between bond prices and interest rates | Finance & Capital Markets | Khan Academy
 
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Why bond prices move inversely to changes in interest rate. Created by Sal Khan. Watch the next lesson: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/treasury-bond-prices-and-yields?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets Missed the previous lesson? Watch here: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/introduction-to-the-yield-curve?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets Finance and capital markets on Khan Academy: Both corporations and governments can borrow money by selling bonds. This tutorial explains how this works and how bond prices relate to interest rates. In general, understanding this not only helps you with your own investing, but gives you a lens on the entire global economy. About Khan Academy: Khan Academy offers practice exercises, instructional videos, and a personalized learning dashboard that empower learners to study at their own pace in and outside of the classroom. We tackle math, science, computer programming, history, art history, economics, and more. Our math missions guide learners from kindergarten to calculus using state-of-the-art, adaptive technology that identifies strengths and learning gaps. We've also partnered with institutions like NASA, The Museum of Modern Art, The California Academy of Sciences, and MIT to offer specialized content. For free. For everyone. Forever. #YouCanLearnAnything Subscribe to Khan Academy’s Finance and Capital Markets channel: https://www.youtube.com/channel/UCQ1Rt02HirUvBK2D2-ZO_2g?sub_confirmation=1 Subscribe to Khan Academy: https://www.youtube.com/subscription_center?add_user=khanacademy
Views: 554321 Khan Academy
Understanding the yield curve
 
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You read about it a lot in the business pages, and it sounds super complicated. But the yield curve is dead easy to read. Especially if you've every played chutes and ladders (or, snakes and ladders in the UK). Paddy Hirsch explains. Subscribe to our channel! https://youtube.com/user/marketplacevideos
Views: 61181 Marketplace APM
Term Structure of Interest Rates
 
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More videos at http://facpub.stjohns.edu/~moyr/videoonyoutube.htm
Views: 35843 Ronald Moy
Modern Theories of Term Structure
 
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Training on Modern Theories of Term Structure by Vamsidhar Ambatipudi
6.7 Term Structure Model w/ Expectations Hypothesis
 
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Asset Pricing with Prof. John H. Cochrane PART II. Module 6. Bonds More course details: https://faculty.chicagobooth.edu/john.cochrane/teaching/asset_pricing.htm
Views: 1723 UChicago Online
Chapter 6, Part 2:  The Term Structure of Interest Rates
 
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This video explain the term structure of interest rates (the yield curve). The expectations hypothesis, segmented markets hypothesis, and the liquidity premium theory are covered. Thanks for watching!
CFA Level I Yield Spreads Video Lecture by Mr. Arif Irfanullah Part 1
 
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This CFA Level I video covers concepts related to: • Federal Reserve's Interest Rate Policy Tools • U.S Treasury Yield Curve • Yield Curve Shapes • Term Structure Theories • Treasury Spot Rates • Yield Spreads Measures For more updated CFA videos, Please visit www.arifirfanullah.com.
Views: 29308 IFT
6.3 Expectation Hypothesis
 
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Asset Pricing with Prof. John H. Cochrane PART II. Module 6. Bonds More course details: https://faculty.chicagobooth.edu/john.cochrane/teaching/asset_pricing.htm
Views: 1148 UChicago Online
Pure Expectations Theory 1: An Introduction
 
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A brief introduction to the Pure Expectations Theory
Fiscal Policy - Bonds and Yield Curves
 
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Fiscal Policy - Bonds and Yield Curves - An understanding of why bonds and yield curves are important for an economy and for a government when enacting fiscal policy
Views: 12699 EconplusDal
Term Structure of Interest Rates: Expectations Theory
 
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A discussion of the expectations theory and some example problems.
Views: 28 1sportingclays
Pure Expectation Theory
 
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Video created by Shane Musai Source of the Question is anonymous
Views: 4597 Shane Musai
The yield curve | Stocks and bonds | Finance & Capital Markets | Khan Academy
 
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Annual Interest Varying with Debt Maturity. Created by Sal Khan. Watch the next lesson: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/corp-bankruptcy-tutorial/v/chapter-7-bankruptcy-liquidation?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets Missed the previous lesson? Watch here: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/annual-interest-varying-with-debt-maturity?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets Finance and capital markets on Khan Academy: Both corporations and governments can borrow money by selling bonds. This tutorial explains how this works and how bond prices relate to interest rates. In general, understanding this not only helps you with your own investing, but gives you a lens on the entire global economy. About Khan Academy: Khan Academy offers practice exercises, instructional videos, and a personalized learning dashboard that empower learners to study at their own pace in and outside of the classroom. We tackle math, science, computer programming, history, art history, economics, and more. Our math missions guide learners from kindergarten to calculus using state-of-the-art, adaptive technology that identifies strengths and learning gaps. We've also partnered with institutions like NASA, The Museum of Modern Art, The California Academy of Sciences, and MIT to offer specialized content. For free. For everyone. Forever. #YouCanLearnAnything Subscribe to Khan Academy’s Finance and Capital Markets channel: https://www.youtube.com/channel/UCQ1Rt02HirUvBK2D2-ZO_2g?sub_confirmation=1 Subscribe to Khan Academy: https://www.youtube.com/subscription_center?add_user=khanacademy
Views: 146169 Khan Academy
Difference Between Long Term And Short Term Interest Rate
 
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Difference Between Long Term And Short Term Interest Rate [7/26] by openlectures Now let's try and differentiate the two concepts lest we confuse them. Short run interest rate always tends towards the long run interest rate in longer periods. -- ^^^ SUBSCRIBE above for more quick lectures! ^^^ VISIT openlectures: http://openlectures.org ABOUT openlectures: http://openlectures.org/team FOLLOW openlectures: FB - http://facebook.com/OpenLectures Twitter - http://twitter.com/openlecturessg
Views: 8031 openlectures sg
Expectations Theory - Forward Rates - Basics
 
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This is a supplement to my finance courses at Oregon State University.
Bond Pricing on the Term Structure of Interest Rates with Expected Inflation Rate Changes
 
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Consider the following spot interest rates for maturities of one, two, three, and four years. Year | Rate 1 | 4% 2 | 5% 3 | 6% 4 | 7% What is the price of a four year, 4 percent coupon bond with a face value of $100? Assume the bond pays an annual coupon. What are our expectations of the yield for a one year bond that starts in one, two, and three years, i.e., what are the forward rates? Suppose the inflation expectations are a constant 2 percent, what are the expected real interest rates for each one year period in the future? Suppose that immediately after purchasing the bond that market expectations of the inflation rate decrease to a constant one percent. What are our new nominal forward rates? Assume expectations of real interest rates have not changed. In one year, what do we expect the new term structure of interest rates to be? In one year, what do we expect the price of the bond to be based on the new term structure of interest rates? What do we expect the holding period return to be if you sell it immediately after receiving the first year’s coupon? Note: There is a typo in calculating the holding period return. The correct formula is (92.22 - 90.17 + 4)/90.17 = 6.7% Note: A pdf of the solution is available from here: https://goo.gl/MeMDkv
Unbiased Expectations and the Yield Curve on Excel and BAII
 
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Advanced yield curve calculations based on the unbiased expectations theory. Example uses Solver on Excel and the BAII calculator.
Views: 1700 David Johnk
Solving for Expected Bond Rate (Unbaised Exectations Theory)
 
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We solve for a expected rate on a future bond using Excel goal seek and the unbiased expectations theory. Here's the link to the Excel file I used for this video: https://bit.ly/2RzypFT #JohnkFinance #FinanceOnExcel
Views: 23 David Johnk
Liquidity Premium Theory on Excel
 
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Liquidity Premium Theory, Unbiased Expectations Theory problem solved on Excel
Views: 1999 David Johnk
Expectation theory and financial market (BSE)
 
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Subject: Business Economics Paper: Macroeconomic Analysis and Policy
Views: 401 Vidya-mitra
Hump shaped yield curve and liquidity premium theory
 
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Hump shaped yield curve and liquidity premium theory
Views: 2697 Rob Munger
Risk & Term Structure of Interest Rates - 1of3
 
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Undergrduate lecture in financial markets and institutions
Views: 6644 Pat Obi
Risk & Term Structure of Interest Rates - 2of3
 
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Undergrduate lecture in financial markets and institutions
Views: 2418 Pat Obi
Level II CFA: Traditional Theories of the Term Structure of Interest Rates Demystified
 
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This is an excerpt from the IFT Level II lecture on Fixed Income. Here we cover 'Traditional Theories of the Term Structure of Interest Rates' For more videos, notes, practice questions, mock exams and more visit: https://www.ift.world/ Visit us on Facebook: https://www.facebook.com/Pass.with.IFT/
Views: 2430 IFT
Term Structure of Interest Rates - Forward Rates
 
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More videos at http://facpub.stjohns.edu/~moyr/videoonyoutube.htm
Views: 20321 Ronald Moy
Influences on Fixed Income Yield Curve !!
 
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Members :: Treasury Consulting LLP Pleased to Present Video Titled - " Influences on Fixed Income Yield Curves !! ". Video would be covering all 3 factors like Markets Expectation Theory , Bond Risk Premiums , Convexity Bias. You are most welcome to connect with us at 91-9899242978 (Handheld) , [email protected] , [email protected] , Skype ID ~ Rahul5327 , Twitter @ Rahumagan8 or our website - www.treasuryconsulting.in
Forward Rate of Interest Bond Valuation Video Classes for CA Final and CMA Final By M.K.Jain
 
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Here is the link https://www.buytestseries.com/OnlineCourse/Commerce/CA-FINAL--CS-PROFESSIONAL
Views: 117 BuyTestSeries
INTEREST RATES-  Expectancy Theory
 
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EXPECTED RATES/FORWARD RATES
A Yield Curve Theory I
 
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A Yield Curve Theory I Yield Curve (Risk Free Rates/Interest Rates) Term Structure of Interest Rate Theory Lecture
Views: 214 Lawrence Souza
Theories of Term Structure of Interest Rates
 
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CEC/UGC: Economics, Commerce and Finance (EMRC,Gujarat University,Ahmedabad)
15. What is a Yield Curve
 
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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: 170698 Preston Pysh
FRM: Bootstrapping the Treasury spot rate curve
 
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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: 88557 Bionic Turtle
What is Yield Curve?
 
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Welcome to the Investors Trading Academy talking glossary of financial terms and events. Our word of the day is “Yield Curve” Shorthand for comparisons of the interest rate on government bonds of different maturity. If investors think it is riskier to buy a bond with 15 years until it matures than a bond with five years of life, they will demand a higher interest rate or yield on the longer-dated bond. If so, the yield curve will slope upwards from left the shorter maturities to right. It is normal for the yield curve to be positive upward sloping, left to right simply because investors normally demand compensation for the added risk of holding longer-term securities. Historically, a downward-sloping or inverted yield curve has been an indicator of recession on the horizon, or, at least, that investors expect the central bank to cut short-term interest rates in the near future. A flat yield curve means that investors are indifferent to maturity risk, but this is unusual. When the yield curve as a whole move higher, it means that investors are more worried that inflation will rise for the foreseeable future and therefore that higher interest rates will be needed. When the whole curve moves lower, it means that investors have a rosier inflationary outlook. Even if the direction of a yield curve is unchanged, useful information can be gleaned from changes in the spreads between yields on bonds of different maturities and on different sorts of bonds with the same maturity such as government bonds versus corporate bonds, or thinly traded bonds versus highly liquid bonds. By Barry Norman, Investors Trading Academy - ITA
15. Uncertainty and the Rational Expectations Hypothesis
 
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Financial Theory (ECON 251) According to the rational expectations hypothesis, traders know the probabilities of future events, and value uncertain future payoffs by discounting their expected value at the riskless rate of interest. Under this hypothesis the best predictor of a firm's valuation in the future is its stock price today. In one famous test of this hypothesis, it was found that detailed weather forecasts could not be used to improve on contemporaneous orange prices as a predictor of future orange prices, but that orange prices could improve contemporaneous weather forecasts. Under the rational expectations hypothesis you can infer more about the odds of corporate or sovereign bonds defaulting by looking at their prices than by reading about the financial condition of their issuers. 00:00 - Chapter 1. The Rational Expectations Hypothesis 12:18 - Chapter 2. Dependence on Prices in a Certain World 24:42 - Chapter 3. Implications of Uncertain Discount Rates and Hyperbolic Discounting 46:53 - Chapter 4. Uncertainties of Default On the other hand, when discount rates rather than payoffs are uncertain, today's one year rate grossly overestimates the long run annualized rate. If today's one year interest rate is 4%, and if the one year interest rate follows a geometric random walk, then the value today of one dollar in T years is described in the long run by the hyperbolic function 1/ √T, which is much larger than the exponential function 1/(1.04)T, no matter what the constant K. Hyperbolic discounting is the term used to describe the tendency of animals and humans to value the distant future much more than would be implied by (exponentially) discounting at a constant rate such as 4%. Hyperbolic discounting can justify expenses taken today to improve the environment in 500 years that could not be justified under exponential discounting. Complete course materials are available at the Open Yale Courses website: http://open.yale.edu/courses This course was recorded in Fall 2009.
Views: 28329 YaleCourses
BUSN 602 the unbiased expectations theory/tutorialoutlet
 
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http://www.tutorialoutlet.com/all-miscellaneous/busn-602-the-unbiased-expectations-theory-of-the-term-structure-of-interest-rates-holds-what-is-the-1-year-interest-rate-expected-one-year-from-now/ FOR MORE CLASSES VISIT tutorialoutletdotcom • Suppose we observe the following rates: 1R1 = 9%, 1R2 = 11%. If the unbiased expectations theory of the term structure of interest rates holds, what is the 1-year interest rate expected one year from now, E(2r1)? (Do not round intermediate calculations and round your answer to the nearest whole percent.) % Interest rate 2-) You note the following yield curve in The Wall Street Journal. According to the unbiased expectations theory, what is the 1-year forward rate for the period beginning one year from today, 2f1? (Round your answer to 2 decimal places.) Maturity One day One year Two years Three years Yield
Traditional Theories of Term Structure of Interest rates
 
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Training on Traditional Theories of Term Structure of Interest rates by Vamsidhar Ambatipudi
10. Debt Markets: Term Structure
 
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Financial Markets (ECON 252) The markets for debt, both public and private far exceed the entire stock market in value and importance. The U.S. Treasury issues debt of various maturities through auctions, which are open only to authorized buyers. Corporations issue debt with investment banks as intermediaries. The interest rates are not set by the Treasury, the corporations or the investment bankers, but are determined by the market, reflecting economic forces about which there are a number of theories. The real and nominal rates and the coupons of a bond determine its price in the market. The term structure, which is the plot of yield-to-maturity against time-to-maturity indicates the value of time for points in the future. Forward rates are the future spot rates that can be calculated using today's bond prices. Finally, indexed bonds, which are indexed to inflation, offer the safest asset of all and their price reveals a fundamental economic indicator, the real interest rate. 00:00 - Chapter 1. Introduction 04:25 - Chapter 2. The Discount and Investment Rates 19:12 - Chapter 3. The Bid-Ask Spread and Murdoch's Wall Street Journal 29:17 - Chapter 4. Defining Bonds and the Pricing Formula 39:38 - Chapter 5. Derivation of the Term Structure of Interest Rates 52:34 - Chapter 6. Lord John Hicks's Forward Rates: Derivation and Calculations 01:06:09 - Chapter 7. Inflation and Interest Rates Complete course materials are available at the Open Yale Courses website: http://open.yale.edu/courses This course was recorded in Spring 2008.
Views: 51093 YaleCourses
The Inverted Yield Curve, Lecture 016, Securities Investment 101, Video00018
 
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In this lecture we describe the inverted yield curve and how it differs from the normal yield curve. Before we get to that, we explain the strategy of 'riding the yield curve' and then why the inverted yield curve is such a dangerous thing when riding the yield curve. We explain why the inverted yield curve usually occurs, and why this makes it a good leading economic indicator for predicting near-term recessions. Along the way, we also introduce Zero-Coupon bonds, which are bonds with a single principal maturity payment without any intervening coupon-interest payments. Previous lecture: http://www.youtube.com/watch?v=j1Fq_1pg7xE Next lecture: http://www.youtube.com/watch?v=BW4J2HAd4VI 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: 33416 MithrilMoney
6-8.avi
 
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Expectations Theory - Term Structure of Interest Rates
Views: 153 1021kimberlygaither

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