CFA Level I- 2015 -Fixed Income : Risk and Return Part I(of 4)
27.2 هزار بار بازدید -
9 سال پیش
-
FinTree website link:
FinTree website link: http://www.fintreeindia.com
This series of videos discusses the following key points:
The sources of return from investing in a fixed-rate bond
Macaulay, Modified, and Effective Durations.
Why Effective duration is the most appropriate measure of interest rate risk for bonds with embedded options
Key rate duration and describe the key use of key rate durations in measuring the sensitivity of bonds to changes in the shape of the benchmark yield curve
How a bond's maturity, coupon, embedded options, and yield level affect its interest rate risk
Duration of a portfolio and explain the limitations of portfolio duration
Money duration of a bond and price value of a basis point(PVBP)
Approximate convexity and distinguish between approximate and effective convexity
Percentage price change of a bond for a specified change in yield, given the bond's approximate duration and convexity
How the term structure of yield volatility effects the interest rate risk of a bond
The relationship among a bond's holding period return, its duration, and the investment horizon
How the changes in credit spread and liquidity affect yeild-to-maturity of a bond and how duration and convexity can be used to used to estimate the price effect of the changes
FB Page link :Facebook: 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 series of videos discusses the following key points:
The sources of return from investing in a fixed-rate bond
Macaulay, Modified, and Effective Durations.
Why Effective duration is the most appropriate measure of interest rate risk for bonds with embedded options
Key rate duration and describe the key use of key rate durations in measuring the sensitivity of bonds to changes in the shape of the benchmark yield curve
How a bond's maturity, coupon, embedded options, and yield level affect its interest rate risk
Duration of a portfolio and explain the limitations of portfolio duration
Money duration of a bond and price value of a basis point(PVBP)
Approximate convexity and distinguish between approximate and effective convexity
Percentage price change of a bond for a specified change in yield, given the bond's approximate duration and convexity
How the term structure of yield volatility effects the interest rate risk of a bond
The relationship among a bond's holding period return, its duration, and the investment horizon
How the changes in credit spread and liquidity affect yeild-to-maturity of a bond and how duration and convexity can be used to used to estimate the price effect of the changes
FB Page link :Facebook: 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).
9 سال پیش
در تاریخ 1394/08/09 منتشر شده
است.
27,278
بـار بازدید شده