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40:48
YouTube
Matt Thomas
ep11: Yield curves - par curves, spot curves, bootstrapping...simple explanation
In this video I introduce the concept of yield curves - plots of yield to maturity for various times to maturity for instruments of a similar quality (and often same issuer) I show how we can bootstrap a zero curve (spot curve) from a series of coupon paying instruments as long as we have one instrument on the yield curve that has only one ...
43.7K views
Oct 23, 2016
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