30 years: Risk management & derivatives trading
Generally yield curves are built for a specific currency and for a specific issuer. In this video, Lindsey discusses LIBOR curves, the technical details behind building a curve and how this information applies to real curves.
Generally yield curves are built for a specific currency and for a specific issuer. In this video, Lindsey discusses LIBOR curves, the technical details behind building a curve and how this information applies to real curves.
17 mins 19 secs
Yield curves are highly important in fixed income. They allow an investor to value bonds and other instruments in order to identify a potential mispricing. Building a yield curve requires an understanding of forward rates and future expectations.
Key learning objectives:
Identify the different types of yield curves
Understand the use of a yield curve
Recognise how to build a curve and its practical application
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