Bootstrapping Spot Rates From the Par Curve
19.5 هزار بار بازدید -
2 سال پیش
-
Ryan O'Connell, CFA, FRM discusses
Ryan O'Connell, CFA, FRM discusses how to bootstrap spot rates from the par rate curve.
CORRECTION: @4:23 we should be using the 2 year spot rate of 4.04%, not the 2 year par rate of 4%.
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Chapters
0:00 - Par Curve Definition
1:11 - Bootstrap Spot Rates From Par Rates
6:06 - Bootstrapping Example in Excel
Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.C
CORRECTION: @4:23 we should be using the 2 year spot rate of 4.04%, not the 2 year par rate of 4%.
🎓 Tutor With Me: 1-On-1 Video Call Sessions Available
► Join me for personalized finance tutoring tailored to your goals: ryanoconnellfinance.com/finance-tutoring/
📚 CFA Exam Prep Discount - AnalystPrep:
► Get 20% off CFA Level 1, 2, and 3 complete courses with promo code "RYAN20". Explore here: analystprep.com/shop/all-3-levels-of-the-cfa-exam-complete-course-by-analystprep/?ref=mgmymmr
💾 Download Free Excel File:
► Grab the file from this video here: https://ryanoconnellfinance.com/produ...
Chapters
0:00 - Par Curve Definition
1:11 - Bootstrap Spot Rates From Par Rates
6:06 - Bootstrapping Example in Excel
Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.C
2 سال پیش
در تاریخ 1401/01/31 منتشر شده
است.
19,530
بـار بازدید شده