About Lesson
- Calculate and interpret the impact of different compounding frequencies on a bond’s value.
- Define spot rate and compute discount factors given spot rates .
- Interpret the forward rate and compute forward rates given spot rates.
- Define par rate and describe the equation for the par rate of a bond.
- Interpret the relationship between spot, forward, and par rates.
- Assess the impact of maturity on the price of a bond and the returns generated by bonds.
- Define the “flattening” and “steepening” of rate curves and describe a trade to reflect expectations that a curve will flatten or steepen.
- Describe a swap transaction and explain how a swap market defines par rates.
- Describe overnight indexed swaps (OIS) and distinguish OIS rates from LIBOR swap rates.
Exercise Files
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Lesson List
Week 1 15th May 2021
zoom Live class
Basic Statistics section
0/3
Week 2 22 May 2021
0/2
Week 3 29 May 2021
0/2
Week 4 5 June , 2021
0/3
Week 5 12 June 2021
0/2
Week 6 19 June 2021
0/4
Week 7 26 June 2021
0/2
Week 8 10 July 2021
0/3
Week 9 17 July 2021
0/2
Week 10 24 July 2021
0/2
Week 11 31 July 2021
0/2
Week 12 7 August 2021
0/3
Week 14 21 August 2021
0/3
Week 13 14 August 2021
0/4
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