1-23 of 23
Fisher's Law
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(1+i)=(1+r)(1+p)
i=nominal interest rate
r=real interest rate
p=inflation rate
, Duration
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6.4 module
-A measure of the change in price according to the change in yield
-Discrete estimate
Macaulay Duration
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-Weighted average time that cash flows are received from a bond.
-Is the average time of the payments, so it will be less than the length to the
maturity of the bond
Interest Rate Structure
Give this one a try later!
Interest rate = base rate + spread
-Base rate is maturity dependent and includes inflation
-Spread is risk premium
Tranches
Give this one a try later!
Fisher's Law
Give this one a try later!
(1+i)=(1+r)(1+p)
i=nominal interest rate
r=real interest rate
p=inflation rate
, Duration
Give this one a try later!
6.4 module
-A measure of the change in price according to the change in yield
-Discrete estimate
Macaulay Duration
Give this one a try later!
-Weighted average time that cash flows are received from a bond.
-Is the average time of the payments, so it will be less than the length to the
maturity of the bond
Interest Rate Structure
Give this one a try later!
Interest rate = base rate + spread
-Base rate is maturity dependent and includes inflation
-Spread is risk premium
Tranches
Give this one a try later!
