271224
Beschreibung
Notiz von Nafisa Zahra, aktualisiert more than 1 year ago
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Erstellt von Nafisa Zahra
vor fast 11 Jahre
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Seite 1
Yield curve- plotting the yield to maturity against the time to maturity. The pure yield curve describes the relationship between YTM and time to maturity for zero coupon treasuries
The forward rate is an 'estimate' of the future short rate in year t.
Assuming interest rate certainty an investor will expect the same payoff investing in a 1-year bond and investing in a 2 year bond and selling after 1 year.
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