CFA Level 2 | Fixed Income: Pathwise Valuation

Описание к видео CFA Level 2 | Fixed Income: Pathwise Valuation

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CFA Level 2
Topic: Fixed Income
Reading: The Arbitrage-Free Valuation Framework

When given the interest rate path, draw the timeline and plot the cash flows and the 1-period interest rates. Then discount each cash flow individually to get the present value. The Texas BA II Plus's STO and RCL functions provide an easy way of computing the value of the bond using the pathwise valuation.

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