Fixed Income & its Mathematics
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Introduction to Fixed Income (1:13)
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What is Fixed Income Market (1:28)
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Type of Bonds (2:52)
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Types of Yield and Returns (6:14)
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Money Market (8:09)
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Certificate of Deposits (6:04)
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Yield and Price Relationship (8:53)
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Formula Convexity (11:20)
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Formula Convexity Continues (8:37)
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Convexity and DVO I of Bond (7:20)
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M Duration and PVO 1 of Bond (8:23)
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Cash Flow of a Bond (9:47)
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XIRR Input Value (7:23)
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Example of Cash Flow of Bond Continues (11:33)
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Day Count Convention (7:46)
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Day Count Convention Continues (7:10)
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Zero Coupon Instrument (7:54)
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Discounted Instrument (5:33)
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Discounted Yield and Yield Return Example (7:58)
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Accrued Interest and Purchase Price (5:26)
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Example of Discounted Pricing (8:53)
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Example of Discounted Pricing Continues (7:00)
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Trade Output Space Example (11:01)
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Accured Interest (9:45)
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Accured Interest Continues (3:58)
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Yield to Maturity (8:08)
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Formula Of Price (5:15)
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Discounted Instruments (11:31)
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Internal Rate Of Returns (IRR) (10:54)
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Modified Internal Rate Of Returns (MIRR) (6:09)
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Structure of Interest Rate and Spot Rate (11:03)
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Zero Coupon Rates VS YTM (7:55)
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Zero Coupon Rates VS YTM Continues (8:34)
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Forward Rates (6:58)
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Example of Forward Rates (8:03)
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Liquidity Preference (12:19)
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Market Dynamics (6:43)
Business Mathematics - Fixed Income Mathematics Essentials
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Introduction to Fixed Income Mathematics (8:27)
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Geometric Series in Fixed Income Mathematics (9:59)
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Taylor Series in Fixed Income Mathematics (7:44)
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Taylor Series in Fixed Income Mathematics Continues (8:00)
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Derivatives Fixed Income Mathematics (9:43)
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Integration Fixed Income Mathematics (6:31)
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Exponential Funtion in Essental Mathematics (9:32)
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Logrithmic Funtion in Essental Mathematics (9:24)
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Types and Characteritics of Bond (11:02)
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Formula of Zero Coupon Bond (5:29)
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Formula of Zero Coupon Bond Continues (8:25)
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Annuities and Perpetuities (10:08)
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Example of Annuities (11:01)
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Example of Annuities Continues (8:33)
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Perpetuities Bonds (9:36)
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Bullet and Amortized Bond (10:03)
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Bullet and Amortized Bond Continues (11:13)
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Par Coupon Rates in Fixed Income Mathematics (9:31)
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Par Coupon Rates in Fixed Income Mathematics Continues (11:32)
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Floatng Rate Bond (11:08)
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Interest Rate in Fixed Income Mathematics (8:10)
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Discount Rate in Fixed Income Mathematics (10:00)
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Yields and Its Works (8:32)
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Methods of Yields (8:18)
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Methods of Yields Continues (10:41)
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Rate of Return (11:50)
Fixed Income Valuation Tutorials
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Introduction to Fixed Income Valuation (9:32)
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Understanding Bond Price and Bond Yield (7:50)
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Types of Bond in Market (9:08)
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Concept of Coupon Paying Bond (9:19)
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Callable Bond and Putable Bond Options (10:27)
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Method of Puttable Bond (8:31)
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Summary on the Bond Functions (3:04)
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Valuation of the Bonds (5:09)
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Example on Valuation of the Bonds (5:00)
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Example on Yield to Put (5:07)
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Selecting the Bond Type (7:28)
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Determining the Frequency of the Coupon (7:21)
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Call Price for Callable Bond (4:37)
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Issuing Callable and Semi Annual Bond (4:58)
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Context of Derivatives Valuation (6:59)
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Constructing a Hypothetical Arbitrage (8:16)
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Evaluating the Scenarios (5:15)
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Practical Example on Forward Contracts (6:41)
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Practical Example on Forward Contracts Continues (7:30)
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Determining the Market Value (11:01)
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Example on Forward Contracts (5:29)
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Practical Illustrations on Forward Stocks (4:50)
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Value of Derivative Contract (4:58)
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Forward Contracts in Context of Bond (7:49)
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How Futures and Contracts operate (5:56)
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Example on Futures and Contract (6:41)
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Formulas for Index Futures (4:01)
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Forward Rate Agreement (7:20)
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Purpose of entering forward rate agreement (6:24)
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Annualised and Unannualised Rates (5:50)
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Fundamental steps for FRA (6:39)
Fixed Income Instruments - Understanding Instruments and Yield
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Fixed Income Instruments (5:02)
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Bond Market and Instruments (8:39)
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Treasury Yields (7:53)
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Relation Between Price and Yield (6:55)
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How to Value Treasury Bonds (7:06)
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Bond Pricing (6:35)
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Zero Coupon Treasury Bills (9:04)
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Understand Spot Rate (10:18)
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How to Value Zero Coupon Treasury Bills (8:46)
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Bond Pricing Zero Coupon Bond (6:44)
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Shape of Yield Curve (7:10)
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Duration and Convexity (7:04)
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More Duration and Convexity (3:33)
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Effective Duration (9:49)
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Question - Bond Pricing (7:53)
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Question - Corporate Bond (8:02)
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Semi Annual Paying Bond (4:20)
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Duration and Convexity Conclusion (2:32)
Fixed Income Market
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Introduction to Fixed Income Market (9:25)
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Principal Repayment Structure (8:36)
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Coupon Repayment Structure (10:45)
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Global Fixed Income Market (8:26)
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Primary and Secondary Bond Market (8:11)
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Types of Issuer of Fixed Income Market (10:51)
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Types of Issuer of Fixed Income Market Continues (10:33)
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Fixed Income Valuation (9:02)
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Example of Fixed Income Valuation (8:38)
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Example of Fixed Income Valuation Continues (4:23)
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Prices and Yields (7:36)
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Prices and Yields Continue (9:07)
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Certificate of Deposite (9:55)
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Floating Rate Note (10:35)
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Mony Market (12:56)
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Understanding Fixed Income Risk and Return (10:16)
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Souces of Rturn (7:46)
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Interest Rate Risk on Fixed Rate Bonds (9:41)
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Approximate Modified Duration (9:40)
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Computation of Fixed Income (7:52)
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Mony Duration (7:53)
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Approximate Convexity (10:45)
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Fundamentals of Credit Analysis (10:28)
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Fundamentals of Credit Analysis Continue (8:18)
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More on Fundamentals of Credit Analysis (8:31)
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Credit Analysis Model (7:14)
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Credit Analysis Model Continue (6:55)
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Moe on Credit Analysis Model (8:09)
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Backed Securities (9:32)
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Residentioal Mortagage Loans (8:56)
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Commercial Mortgage (7:06)
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Collateralized Debt Obligations (6:31)
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The Arbitration-Free Framework (9:34)
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Example of The Arbitration-Free Framework (6:59)
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Pricing Bonds using a Binomial Tree (11:09)
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Calibrating Binomial Tree (9:23)
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Bond with Embedded Options (11:18)
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Example of Embedded Options (7:16)
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Bond with Interest Rate Volatility (10:54)
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Valuation of a Floored Floater (6:01)
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The Term Structure and Interest Rate Dynamics (12:10)
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The Term Structure and Interest Rate Dynamics Continues (11:05)
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More on Term Structure and Interest Rate Dynamics (12:26)
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Framework for Fixed Income Portfolio Management (7:41)
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Managing Funds Against Bond Markets (9:04)
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Managing Funds Against Liabilities (6:45)
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More on Managing Funds Against Liabilities (9:24)
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Fixed Income Strategies (12:13)
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Fixed Income Strategies Continues (10:34)
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International Bond Investment (8:51)
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Selecting Fixed Income Manager (6:30)
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Relative-Value Methodologies for Global Portfolio Management (9:55)
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Relative-Value Methodologies for Global Portfolio Management Continues (7:27)
