CFA® Level II Fixed Income - Understanding "Rolling Down the Yield Curve" Strategy

  Рет қаралды 5,549

PrepNuggets

PrepNuggets

Күн бұрын

Пікірлер: 8
@OGkgsg
@OGkgsg 3 ай бұрын
Finally someone tried to explain it. The reading on this topic is extremely confusing
@victorsardon3521
@victorsardon3521 2 ай бұрын
When are you taking your test
@victorsardon3521
@victorsardon3521 2 ай бұрын
At 10:30 shouldn't the cash flows be discounted using corresponding spot rates? To be able to use the YTM the yield curve at the time of valuation must be flat, which is in agreement with an unchanging yield. However the chart for the manager's expectation shows an unchanging term structure that slopes upwards.
@preetjain720
@preetjain720 6 ай бұрын
best video on the topic, thank you!
@PrepNuggets
@PrepNuggets 5 ай бұрын
Glad it was helpful!
@sarafeliciano3088
@sarafeliciano3088 7 ай бұрын
This is great, thank you
@Wavyyyaf
@Wavyyyaf 6 ай бұрын
Thanks!
@PrepNuggets
@PrepNuggets 5 ай бұрын
No problem!
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