Bond Pricing Explained | No-Arbitrage Pricing using Spot Rates (Finance 1)
Автор: Economics Exam Lab
Загружено: 2026-01-23
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Описание:
This video explains how bonds are priced using spot rates and no-arbitrage logic.
You will learn:
Why bonds are sequences of future cash flows
How to discount coupons and redemption value using spot rates
Why yield to maturity is not used when spot rates are given
Typical exam traps in bond pricing
This video follows the official Finance 1 course structure
and prepares you for advanced topics such as yield to maturity and interest rate swaps.
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