Fixed Income: Twists are steepening or flattening of the yield curve (FRM T4-23)
[my xls is here https://trtl.bz/2v5jXvc] The drawback of yield-based duration and convexity is that implicitly they must assume a parallel shift in the rate curve. While there can be many non-parallel shift, the two most common are twists and butterflies. A twist is when the curve steepens
From playlist Valuation and RIsk Models (FRM Topic 4)
What is the difference between an open and closed point for an inequality
👉 Learn how to graph linear inequalities. Linear inequalities are graphed the same way as linear equations, the only difference being that one side of the line that satisfies the inequality is shaded. Also broken line (dashes) is used when the linear inequality is 'excluded' (when less tha
From playlist Graph Linear Inequalities in Two Variables
Graph an equation when given the slope and y intercept
👉 Learn how to graph linear equations given the slope and the y-intercept. When given the slope and the y-intercept of a linear graph, we first plot the y-intercept and using the slope, we can determine the rise and the run of the required line and then be able to plot the next point from
From playlist ⚡️Graph Linear Equations Using Slope and Y-intercept
Graph the linear inequality when you have slope as a fraction
👉 Learn how to graph linear inequalities written in slope-intercept form. Linear inequalities are graphed the same way as linear equations, the only difference being that one side of the line that satisfies the inequality is shaded. Also broken line (dashes) is used when the linear inequal
From playlist Graph Linear Inequalities in Two Variables
[my xls is here https://trtl.bz/2Nto24q] Three features of a commodity forward curve in CONTANGO (i.e., upward-sloping): 1. riskfree rate is greater than lease rate; 2. Negative roll yield for the long position; 3. Consistent with "normal backwardation". Discuss this video here in our FRM
From playlist Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)
Graphing a linear equation in slope intercept form
👉 Learn how to graph linear equations given the slope and the y-intercept. When given the slope and the y-intercept of a linear graph, we first plot the y-intercept and using the slope, we can determine the rise and the run of the required line and then be able to plot the next point from
From playlist ⚡️Graph Linear Equations Using Slope and Y-intercept
Graphing a linear equation in slope intercept form
👉 Learn how to graph linear equations given the slope and the y-intercept. When given the slope and the y-intercept of a linear graph, we first plot the y-intercept and using the slope, we can determine the rise and the run of the required line and then be able to plot the next point from
From playlist ⚡️Graph Linear Equations Using Slope and Y-intercept
Contango versus normal backwardation (FRM T3-20)
In the case of a consumption commodity (e.g., corn, copper) we expected to observe contango: F(0) exceeds S(0). Contango implies (i) the cost of carry exceeds the convenience yield, and identically (ii) the risk-free rate exceeds the lease rate. We also might expect normal backwardation: F
From playlist Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)
How do you determine if a graph is shaded or dashed
👉 Learn how to graph linear inequalities. Linear inequalities are graphed the same way as linear equations, the only difference being that one side of the line that satisfies the inequality is shaded. Also broken line (dashes) is used when the linear inequality is 'excluded' (when less tha
From playlist Graph Linear Inequalities in Two Variables
Applied Portfolio Management - Video 4 - Fixed Income Asset Management
All slides are available on my Patreon page: https://www.patreon.com/PatrickBoyleOnFinance Fixed income refers to any type of investment under which the borrower or issuer is obliged to make payments of a fixed amount on a fixed schedule. For example, the borrower may have to pay interest
From playlist Applied Portfolio Management
MIT 14.73 The Challenge of World Poverty, Spring 2011 View the complete course: http://ocw.mit.edu/14-73S11 Instructor: Esther Duflo License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT 14.73 The Challenge of World Poverty, Spring 2011
FRM: Nonlinear interpolation with Solver to construct yield curve
Excel's solver tool is a really powerful way to perform nonlinear interpolation. Here I interpolate to build a nonlinear U.S. Treasury yield curve (term structure). For more financial risk videos, visit our website! http://www.bionicturtle.com
From playlist Bonds: Introduction
Data Sonification: Making Music from the yield curve - Alan Smith (Financial Times)
To view the full Keynote and other talks from Strata NY, please visit: https://learning.oreilly.com/videos/strata-data-conference/9781492050681 Based on a critical evaluation of the iconic yield curve chart, Alan Smith argues that combining visualization (data to pixels) with sonification
From playlist Strata Data Conference 2019 - New York, NY
Given the slope and y intercept graph the equation, slope = 5, y-int = 8
👉 Learn how to graph linear equations given the slope and the y-intercept. When given the slope and the y-intercept of a linear graph, we first plot the y-intercept and using the slope, we can determine the rise and the run of the required line and then be able to plot the next point from
From playlist ⚡️Graph Linear Equations Using Slope and Y-intercept
Yield to Maturity Interpretations (FRM T3-10)
[my xls is here https://trtl.bz/2HifflO] Superficially, the yield to maturity (YTM, aka yield) simply inverts the usual time value of money (TVM) inputs by solving for the yield as a function of four inputs: face (future) value, coupon (payment), maturity (time), and current price (present
From playlist Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)
Graphing a linear inequality on a coordinate axis
👉 Learn how to graph linear inequalities written in slope-intercept form. Linear inequalities are graphed the same way as linear equations, the only difference being that one side of the line that satisfies the inequality is shaded. Also broken line (dashes) is used when the linear inequal
From playlist Graph Linear Inequalities in Two Variables
EEVblog #1115 - Traps In Chips - And the 7660
Dave looks at some traps in chips and their modes of operation. In this case the TI LM2776, a look a the classic 7660 charge pump voltage inverter, and output ripple and ways to reduce it. Parametric searching, and a look at some interesting rail inverters. The uSleeve: https://www.eevblog
From playlist Electronics Design / Build
Design for Yield / Design for Manufacturing
February 7, 2007 lecture by Fabian Klass for the Stanford University Computer Systems Colloquium (EE 380). The focus of this talk is on IC manufacturing process variability, i.e., how to design circuits for yield in the presence of manufacturing variations; also, the use of statistical met
From playlist Course | Computer Systems Laboratory Colloquium (2006-2007)
Graphing a linear inequality when it is in slope intercept form
👉 Learn how to graph linear inequalities written in slope-intercept form. Linear inequalities are graphed the same way as linear equations, the only difference being that one side of the line that satisfies the inequality is shaded. Also broken line (dashes) is used when the linear inequal
From playlist Graph Linear Inequalities in Two Variables