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50:55
YouTube
AcademicEgg
Yield curves and bootstrapping - theory with application in Excel
We go through different yield curves and how to calculate them. The method for creating these yield curves from prices or other yield curves is called bootstrapping. The spot yield curve (spot rates), par yield curve (par rates) and implied forward rate curve (implied forward rates) are covered. We cover how to find the spot curve from the ...
9.6K views
May 1, 2020
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