CFA Level 2 | Fixed Income: Par Bond and Maturity Matched Rate and Negative Key Rate Durations

  Рет қаралды 3,094

Fabian Moa, CFA, FRM, CTP, FMVA

Fabian Moa, CFA, FRM, CTP, FMVA

Күн бұрын

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CFA Level 2
Topic: Fixed Income
Reading: Valuation and Analysis of Bonds with Embedded Options
For an option-free par bond, the most critical rate is the maturity-matched rate.
For discount bonds, there can be negative key rate durations for tenors below the maturity
#NoesisCFA #CFAProgram #CFALevel2 #FixedIncome #KeyRateDuration
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Пікірлер: 9
@lkalonso
@lkalonso 4 жыл бұрын
Thanks!! I was stuck in this subject; you saved me!
@FabianMoa
@FabianMoa 4 жыл бұрын
You're welcome, Leonardo
@hbcjazzy2027
@hbcjazzy2027 2 жыл бұрын
Exactly what I needed on this issue. Thank you.
@ArnavChaudhary-yq6vq
@ArnavChaudhary-yq6vq 10 ай бұрын
Thankyou, you are a life saver !!!!
@FabianMoa
@FabianMoa 10 ай бұрын
No problem!
@parthpatel1032
@parthpatel1032 3 жыл бұрын
Amazing! Thanks!
@FabianMoa
@FabianMoa 3 жыл бұрын
My pleasure!
@charlie_sp
@charlie_sp 4 жыл бұрын
Thank you!
@FabianMoa
@FabianMoa 4 жыл бұрын
You're welcome!
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