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Yield Measures, Spot Rates, and Forward Rates

18 lessons

What's inside

  1. 1Sources of Return from Investing in a BondFree
  2. 2How to Calculate Current YieldFree
  3. 3How to Calculate Yield to MaturityFree
  4. 4Bond Equivalent Yield ConventionFree
  5. 5Yield to Maturity (YTM) Approximation FormulaFree
  6. 6YTM and Reinvestment RiskFree
  7. 7Factors Affecting Reinvestment RiskFree
  8. 8Calculate Bond-Equivalent Yield of Annual-Pay BondsFree
  9. 9How to Calculate Yield to Call of a BondFree
  10. 10Cash Flow YieldFree
  11. 11Bootstrapping Spot Rate Curve (Zero Curve)Free
  12. 12How to Price a Bond Using Spot Rates (Zero Curve)Free
  13. 13Nominal SpreadFree
  14. 14Z-Spread: Definition and CalculationFree
  15. 15Option-adjusted Spreads (OAS)Free
  16. 16What are Forward Rates?Free
  17. 17How to Calculate Forward Rates from Spot Rates?Free
  18. 18How to Value a Bond Using Forward RatesFree