Matt Thomas's video: ep11: Yield curves - par curves spot curves bootstrapping simple explanation

@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 cashflow remaining - this begins the bootstrapping process. I explain how the spot curve can be used to discount the individual cashflows at the correct time/discount factor to arrive at a more accurate fair price for the bond, and then the YTM can be calculated from that price.

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Matt Thomas

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This video was published on 2016-10-23 10:30:01 GMT by @Matt-Thomas on Youtube. Matt Thomas has total 9.5K subscribers on Youtube and has a total of 70 video.This video has received 266 Likes which are higher than the average likes that Matt Thomas gets . @Matt-Thomas receives an average views of 10.3K per video on Youtube.This video has received 22 comments which are lower than the average comments that Matt Thomas gets . Overall the views for this video was lower than the average for the profile.

Matt Thomas's video: ep11: Yield curves - par curves spot curves bootstrapping simple explanation

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