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Inflation, Term Structure of Interest Rates & Fixed-Income Securities

Andrew LoDistinguishedMIT

Professor of Finance

1:11:57·2013·graduate level

Connects real vs. nominal interest rates (Fisher equation) to zero-coupon bond pricing, bootstrapping spot yield curves, and forward rates.

EconomicsFinancial Theory & MarketsFixed IncomeYield CurvesMacro-Finance

MIT 15.401 Finance Theory I, Fall 2008

Source: MIT OpenCourseWare via YouTubeWatch on YouTube
LecturerAll lecturers →
Andrew LoDistinguished

Charles E. and Susan T. Harris Professor of Finance, MIT Sloan

MIT Sloan Professor of Finance and Director of the MIT Laboratory for Financial Engineering, originator of the Adaptive Markets Hypothesis.

1 course · 20 lecturesCanon
Previous · Lecture 3

Present Value Relations II

Next · Lecture 5

Coupon Bonds, Macaulay Duration, Convexity & Replication Arbitrage

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