FRM: Comparison of spot curve, forward curve and bond yield

[@CollMomo1]

Im really confused, trying to learn this for my exam next week but Im still not sure why do we need the spot rate, where does it come from and what is the relation with zero coupon bonds, the liquidity preference theory and the expectation theory... argh basically im lost between all those concepts

[@Ramboisme]

yeah pause at 4:02, i think it is calculated from spot, which is basically the discount rate

[@SteveJobs_]

Excellent graph, but I wonder what is the calculation of each spot, forward or discounted factor. Because the difference between spot and forward is huge.

[@ExcelTutorials1]

This is super useful, thank you!

[@anshuljain6542]

great video, especially all the calculations in excel . really clarifies.

[@bionicturtle]

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