What will be 2 year forward rate starting at year-2 ? Is it 1K3 or 2K4? Here, K means yield on securities / bond. I´m so confuse. Can you explain it for me. 🙏
The 2-year forward rate in year 2 starts at the beginning of the year. So it is 1 plus the 3-year rate cubed divided by 1 plus the 1-year rate. Then you take the square root because there are two years and subtract 1. Y22 = (1.025^3/1.0256)^(1/2)-1
Can you give me the pdf file of this book?
thank you,sir
What will be 2 year forward rate starting at year-2 ? Is it 1K3 or 2K4? Here, K means yield on securities / bond. I´m so confuse. Can you explain it for me. 🙏
The 2-year forward rate in year 2 starts at the beginning of the year. So it is 1 plus the 3-year rate cubed divided by 1 plus the 1-year rate. Then you take the square root because there are two years and subtract 1. Y22 = (1.025^3/1.0256)^(1/2)-1
@@martyhanby7609 Thank you so much sir 🙏
Wow....this topic is so difficult
I draw the graphs when I work with options, it makes it easier when you have a picture.
Why was this in my recommended?
😂 same
No clue, I posted this for my class.
hi very informative- do you offer practice test?
Lodu dhang se smjhaya kar
How do you only have two views? You my good sir are a studying life saver
👌🏻
Oh, Lord, please deliver me from the majesty of a 1000-page textbook.
im just starting a class based on this book. did you find these videos good/helpful?
Can you give me the pdf file of this book?
mantap
Hey, the audio is gone on this one. Please check :)
þrðmð§m 😓
i love you marty
Sheesh
Could you please show us the derivation of the first formula ?
thanks sir , this video helps me a lots in understading about this chapter
Thank you!
You saved my life! thank u!
how did you arrive at the above formula in the first place can you pls show the derivation
how can I have a copy of the slides?