Fixed-Income Securities II

This video lecture introduces spot rates and forward rates in the context of yield curves and interest rate forecasts, and models for term structure interest rates. Examples are given through lecture and with data from U.S. Treasury Securities.

PDF of slides:
https://ocw.mit.edu/courses/sloan-school-of-management/15-401-finance-theory-i-fall-2008/video-lectures-and-slides/MIT15_401F08_lec04.pdf