FRM: Bootstrapping the Treasury spot rate curve
Bionic Turtle
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FRM: Bootstrapping the Treasury spot rate curve
121 056 просмотров · 18 лет назад
Bionic Turtle
107 тыс. подписчиков
121 056 просмотров · 18 лет назад
The theoretical spot rate curve is different than the par yield curve. Here is how to bootstrap the spot rate. For more financial risk videos, visit our website! http://www.bionicturtle.com