The yield (aka, yield to maturity, YTM) is the single rate that correctly prices the bond; it impounds the spot rate curve. For each coupon bond, there is a different implied yield. The PAR YIELD is the yield (YTM) for a bond that happens to price at par, and therefore is equal to this bon
From playlist Bonds: Yields
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)
The Dividend Yield - Basic Overview
This video provides a basic introduction into the dividend yield. It explains what it's used for and how to calculate it. The dividend yield is equal to the annual dividend divided by the current stock price times 100%. The annual dividend is equal to the quarterly dividend times 4 or t
From playlist Stocks and Bonds
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)
Intro to Investing In Bonds - Current Yield, Yield to Maturity, Bond Prices & Interest Rates
This video provides a basic introduction into investing in bonds. It explains how to calculate the total price paid for a number of bonds, how to calculate the semi-annual coupon payments of a bond, and how to calculate the current yield of a bond as well as estimate the yield to maturity
From playlist Stocks and Bonds
Fixed Income: Yield to Maturity (FRM T4-29)
Financial Risk Manager (FRM, Topic 4: Valuation and Risk Models, Fixed Income, Bruce Tuckman Chapter 3, Returns, Spreads and Yields). Yield to maturity (aka, yield) is the single rate that discounts a bond's cash flows to a present value that matches the bond's traded (observed) price. Dis
From playlist Valuation and RIsk Models (FRM Topic 4)
Effective Interest Rate (Effective Yield)
This video shows how to derive the effective interest rate formula for compounded and continuous interest. It also provides two examples on how to calculate effective interest rate. Site: http://mathispower4u.com Search: http://mathispower4u.wordpress.com
From playlist Finance: Simple and Compounded Interest
Effective Yield for Compounded Interest
This video derives the effective yield formula and shows how to determine effective yield using the formula. http://mathispower4u.com
From playlist Finance: Simple and Compounded Interest
Effective Yield for Countinuous Interest
This video derives the effective yield formula and shows how to determine effective yield using the formula. http://mathispower4u.com
From playlist Finance: Simple and Compounded Interest
The yield curve | Stocks and bonds | Finance & Capital Markets | Khan Academy
Courses on Khan Academy are always 100% free. Start practicing—and saving your progress—now: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/the-yield-curve Annual Interest Varying with Debt Maturity. Created by Sal Khan. Watch the next
From playlist Stocks and bonds | Finance and Capital Markets | Khan Academy
Introduction to the yield curve | Stocks and bonds | Finance & Capital Markets | Khan Academy
Courses on Khan Academy are always 100% free. Start practicing—and saving your progress—now: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/introduction-to-the-yield-curve Introduction to the treasury yield curve. Created by Sal Khan. W
From playlist Stocks and bonds | Finance and Capital Markets | Khan Academy
Treasury bond prices and yields | Stocks and bonds | Finance & Capital Markets | Khan Academy
Courses on Khan Academy are always 100% free. Start practicing—and saving your progress—now: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/treasury-bond-prices-and-yields Why yields go down when prices go up. Created by Sal Khan. Watc
From playlist Stocks and bonds | Finance and Capital Markets | Khan Academy
Excel Finance Class 48: Calculate YTM and Effective Annual Yield From Bond Cash Flows RATE & EFFECT
Download First Excel File: https://people.highline.edu/mgirvin/YouTubeExcelIsFun/Busn233Ch06.xls Download Second Excel File: https://people.highline.edu/mgirvin/YouTubeExcelIsFun/Busn233Ch06-SecondFile.xls Download Third Excel File: https://people.highline.edu/mgirvin/YouTubeExcelIsFun/Bus
From playlist Excel Finance Free Course at YouTube. Cash Flow Analysis and Model Building (110 Videos).
Quantitative easing | Money, banking and central banks | Finance & Capital Markets | Khan Academy
Courses on Khan Academy are always 100% free. Start practicing—and saving your progress—now: https://www.khanacademy.org/economics-finance-domain/core-finance/money-and-banking/federal-reserve/v/quantitative-easing Overview of quantitative easing. Created by Sal Khan. Watch the next les
From playlist Money, banking and central banks | Finance and Capital Markets | Khan Academy
Ses 6: Fixed-Income Securities III
MIT 15.401 Finance Theory I, Fall 2008 View the complete course: http://ocw.mit.edu/15-401F08 Instructor: Andrew Lo License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT 15.401 Finance Theory I, Fall 2008
Excel Finance Class 66: Calculate Implied Return using Dividend Growth Model
Download Excel File: https://people.highline.edu/mgirvin/YouTubeExcelIsFun/Busn233Ch07.xls Download pdf notes: https://people.highline.edu/mgirvin/YouTubeExcelIsFun/NYSEFlorrDrawing.pdf Download PowerPoints: https://people.highline.edu/mgirvin/YouTubeExcelIsFun/Busn233ch7.ppt Learn how t
From playlist Excel Finance Free Course at YouTube. Cash Flow Analysis and Model Building (110 Videos).
Collateralized debt obligation overview | Finance & Capital Markets | Khan Academy
Courses on Khan Academy are always 100% free. Start practicing—and saving your progress—now: https://www.khanacademy.org/economics-finance-domain/core-finance/derivative-securities/cdo-tutorial/v/collateralized-debt-obligation-overview How CDOs can give different investors different leve
From playlist Options, swaps, futures, MBSs, CDOs, and other derivatives | Finance and Capital Markets | Khan Academy
Fixed Income: Gross versus net realized return (FRM T4-27)
Financial Risk Manager (FRM, Topic 4: Valuation and Risk Models, Fixed Income, Bruce Tuckman Chapter 3, Returns, Spreads and Yields). The Gross Realized Return is the holding period return (HPR), so it includes the bond's price change and any coupon income. The Net Realized Return subtract
From playlist Valuation and RIsk Models (FRM Topic 4)
Yield to Maturity: Brief explanation (FRM T3-10b)
In case this is more helpful, I recorded a SHORTER version (trying to cut to the chase) of my previous video's explanation of bond yield (aka, yield to maturity). I make the the same four (4) points about how to interpret that yield. Discuss this video here in our FRM forum: https://trtl.b
From playlist Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)
Why par yields are the best interest rate measure
Par yields are the best interest rate because they summarize the spot rate term structure into a single yield measure. I also show the so-called "coupon effect" which is also an argument in favor of par yields. But I think the better reason is their information content. Yield to maturity (
From playlist FRM applications