CFA Level I Yield Measures Spot and Forward Rates Video Lecture by Mr. Arif Irfanullah part 5
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- Опубликовано: 14 окт 2011
- This CFA Level I video covers concepts related to:
• Forward Rates
• Spot Rates and Forward Rates
• Yield, Spot and Forward Rate Curves
• Valuing a Bond with Forward Rates
For more updated CFA videos, Please visit www.arifirfanullah.com.
I'd pay for these lectures. That's how good these are!!
Thanks. Good luck on your exam.
Simply helping me whenever I can't get through any part of the CFA..superb!!!
This just made everything fall into perspective for me!!! :) Thank you Mr. Irfanullah!
Excellent video! Thanks, it made understand forward and sport rates and yields relation well. Keep up the excellent work!
Amazing! Thank you so much for helping me clear the concepts. Your videos are invaluable!
this is awesome, thank you!!
Thanks a lot.....really helpful video
I'm very impressive with your teaching! Thank you.
Great lecture, explains in very simple and understandable way, thank you!!
Informative irfan sb
Thanks. Glad that you like the videos.
IFT Support Team
brilliant explanation,simple,transitive and easy to follow..
great job sir
retipser jay You’re welcome! IFT's objective is to help CFA candidates around the world. There is more material on our website: irfanullah.co. Please like our FB page (facebook.com/CFA.Trainer) and join Analystforum.com where I will be most grateful if you can show your status as “Studying with IFT”. Thank you! -Arif Irfanullah
All I can say is "sir u r GENIUS"...:))
thank u so much for your help...
In practice, does forward rates infer spot rates? Or is it the other way around? You seem to suggest the former.
We did exercises on how to calculate forward rates based on known spots rates. E.g. (1+S3)^3 = (1+S2)^2 * (1+F23). If forward rates infer spot rates, as you suggested, what's the point of doing exercises like these? We would've known the forward rates before computing them.
Thanks.
Simply amazing!!! :)
Ek Number
Thanks
IFT support team
I love your lectures!
Thank you
IFT support team
Thanks for post its really helping for my examination ^_^
Thank you sooooooooooooooooo much.
Very well explained!
Glad you liked it
IFT Support Team
Thank you Sir!
thank you very much sir!!!!
Level h boss 👌👌👌
Thank you so much sir.
Dear Student,
Thank you for your kind sentiments.
IFT Support Team
The notation is different in current editions of level 1. 3y2y is 2 year forward rate 3 periods from now.
Dear Student,
This is a video from 2011, we have updated this video and it is available for students. You can the updated videos for first six topics on RUclips, other topics are also available on our website www.ift.world for free.
IFT Support Team
@@IFT-CFA thanks for letting us know! Love your videos btw! Can clear up a concept I don't understand in 5min
sir, in the relationship among spot and forward rates, why have we taken spot rate to the power of 3?
+Nikhil Bansal Thanks for commenting! For additional help and quick responses, please post your questions on the Level I IFT Study Group on LinkedIn (www.linkedin.com/groups/6712279)
What software and graphic tablet you are using and can you create a video on convexity and duration
Dear Amna,Camtasia software and Wacom tablet.
IFT Support Team
Thank you 😊
+Tashni Singh You're welcome! IFT's objective is to help CFA candidates around the world. There is more material on our website: ift.world/ Please like our FB page (facebook.com/CFA.Trainer) to support us.
very well explained
Dear Nirmal,
Thank you for liking the IFT videos.
IFT Support Team
amazing lecture one of the best.....cuz i refer to the schwezer video series as well but its really too fast and not detailed......arif ur lectures are amzing...if god wishes and i pass the level1 this dec then i am definitely buying your level 2 series lectures...btw i am from india and you have quite a lot fans here too......allah hafiz
I need solution of yield measure spot rate forward rate frank J fabozzi
Suppose that the price of 0-coupon bonds are as follows:
1-year: $960
2-year: $915
3-year: $870
4-year: $840
5-year: $790
Find the 1-year, 2-year, 3-year, 4-year and 5-year spot rates
Calculate the 1 year forward rate in 1 year
Suppose the bank tells you the 1 year forward rate in 1 year is 6%. Explain how you can earn an arbitrage profit.
how would u solve this.. please help