Notes
Untitled_5
Content of the notes (1)
Page 1
Yield curve- plotting the yield to maturity against the time to maturity. The pure yield curve describes the relationship between YTM and time to maturity for zero coupon treasuries
The forward rate is an 'estimate' of the future short rate in year t.
Assuming interest rate certainty an investor will expect the same payoff investing in a 1-year bond and investing in a 2 year bond and selling after 1 year.
New Page
Information
- Description
- University Investments (Yield Curves and Bond Portfolios) Note on Untitled_5, created by Nafisa Zahra on 11/10/2013.
- Created by
- Nafisa Zahra
- Views
- 32
- Tags
- Rating