Spot Rates and Forward Rates (SOA Exam FM – Financial Mathematics – Module 4, Section 6)

Описание к видео Spot Rates and Forward Rates (SOA Exam FM – Financial Mathematics – Module 4, Section 6)

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SOA Exam FM (Financial Mathematics) Module 4, Section 6

After completing this video you should be able to:

Define and recognize the definitions of the following terms: spot rate, forward rate, yield curve.
Calculate the present value of a set of cash flows, using a yield curve developed from forward and spot rates.

Different yield curve scenarios:
1. Yield curves are generally increasing and concave down.
2. If all spot rates are equal, then the yield curve is flat.
3. If long-term rates are less than short-term rates, then the yield curve is inverted.

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