Fixed-Income Securities III

2 years ago
1

This video lecture continues to work through the valuation of a coupon bond, and using the law of one price in working with multiple coupon bonds. The video lecture also covers methods with which to measure the interest-rate risks of a bond.

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

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