FRM : Interest Rate Futures
32.7 هزار بار بازدید -
8 سال پیش
-
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This series of videos covers following key areas:
The most commonly used day count conventions, describe the markets that each one is typically used in, and each to an interest calculation
The conversion of a discount rate to a price for a US Treasury bill
The clean and dirty price for a US Treasury bond; The accrued interest and dirty price on a US Treasury bond
A US Treasury bond futures contract conversion factor
The cost of delivering a bond into a Treasury bond futures contract
The impact of the level and shape of the yield curve on the cheapest-to-deliver Treasury bond decision
The theoretical futures price for a Treasury bond futures contract
The final contract price on a Eurodollar futures contract
The Eurodollar futures contract convexity adjustment
How Eurodollar futures can be used to extend the LIBOR zero 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 FRM Classes in Pune (India).
#FRM #CFA #FinTree
FB Page link :Facebook: Fin..
This series of videos covers following key areas:
The most commonly used day count conventions, describe the markets that each one is typically used in, and each to an interest calculation
The conversion of a discount rate to a price for a US Treasury bill
The clean and dirty price for a US Treasury bond; The accrued interest and dirty price on a US Treasury bond
A US Treasury bond futures contract conversion factor
The cost of delivering a bond into a Treasury bond futures contract
The impact of the level and shape of the yield curve on the cheapest-to-deliver Treasury bond decision
The theoretical futures price for a Treasury bond futures contract
The final contract price on a Eurodollar futures contract
The Eurodollar futures contract convexity adjustment
How Eurodollar futures can be used to extend the LIBOR zero 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 FRM Classes in Pune (India).
#FRM #CFA #FinTree
8 سال پیش
در تاریخ 1394/12/20 منتشر شده
است.
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