logo

Today's yield curve

Share on facebook
Share on twitter

9. Yield Curve Arbitrage

68 119 views | 2 Apr. 2011

Financial Theory (ECON

Financial Theory (ECON 251)

Where can you find the market rates of interest (or equivalently the zero coupon bond prices) for every maturity? This lecture shows how to infer them from the prices of Treasury bonds of every maturity, first using the method of replication, and again using the principle of duality. Treasury bond prices, or at least Treasury bond yields, are published every day in major newspapers. From the zero coupon bond prices one can immediately infer the forward interest rates. Under certain conditions these forward rates can tell us a lot about how traders think the prices of Treasury bonds will evolve in the future.

00:00 - Chapter 1. Defining Yield

09:07 - Chapter 2. Assessing Market Interest Rate from Treasury Bonds

35:46 - Chapter 3. Zero Coupon Bonds and the Principle of Duality

50:31 - Chapter 4. Forward Interest Rate

01:10:05 - Chapter 5. Calculating Prices in the Future and Conclusion

Complete course materials are available at the Open Yale Courses website: http://open.yale.edu/courses

This course was recorded in Fall 2009.

Today's yield curve

Share on facebook
Share on twitter

Can ECB do Yield Curve Control [YCC]?

5 views | 9 Feb. 2021

Patrick MacMillan

Hey, I just wanted to let you know that I appreciate your videos. You are a very good teacher of these economic/financial concepts. I hope you start getting the viewership numbers you deserve :)

Todays yield curve

Share on facebook
Share on twitter

#103 HEC-RAS 6.0, what you need to know: Part Two

800 views | 10 Feb. 2021

Want to know more? Sign

Want to know more? Sign up for Version 6.0 Training:

- Using 1D: https://awschool.com.au/training/1d-hec-ras-6-0-water-modelling

- Using 2D: https://awschool.com.au/training/2d-hec-ras-6-0-water-modelling

This is Part Two in a two-part series and features Dr Stanford Gibson and Dr Alex Sánchez from USACE Hydrologic Engineering Center showcase new sediment-related features incorporated into version 6.0.

These webinars provide the perfect foundation for attendees to join our HEC-RAS 6.0 training. HEC-RAS 6.0 online training course will be comprised of an on-demand course in HEC-RAS (either 1D or 2D, your choice- see links above), followed by an intensive 3-hour live online session on 11 February. Lead by expert HEC-RAS trainer Krey Price, this live online session will provide participants with structured, real-life examples so they can learn hands-on how to use and apply the new features of 6.0 to their modelling work.

Stanford Gibson

Thanks Krey and AWS. This was fun.

Francisco Thibério Pinheiro Leitão

Great video!

Onkar Bidre

Thank you Team AWS