This video demonstrates how to calculate the yield-to-maturity of a zero-coupon bond. It also provides a formula that can be used to calculate the YTM of any zero-coupon bond.
Edspira is your source for business and financial education. To view the entire video library for free, visit http://www.Edspira.com
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Edspira is the creation of Michael McLaughlin, who went from teenage homelessness to a PhD. The goal of Michael's life is to increase access to education so all people can achieve their dreams. To learn more about Michael's story, visit http://www.MichaelMcLaughlin.com
To follow Michael on Facebook, visit
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Views: 40424
Edspira

Introduction to the treasury yield curve. Created by Sal Khan.
Watch the next lesson:
https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/relationship-between-bond-prices-and-interest-rates?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets
Missed the previous lesson? Watch here: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/introduction-to-bonds?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets
Finance and capital markets on Khan Academy: Both corporations and governments can borrow money by selling bonds. This tutorial explains how this works and how bond prices relate to interest rates. In general, understanding this not only helps you with your own investing, but gives you a lens on the entire global economy.
About Khan Academy: Khan Academy offers practice exercises, instructional videos, and a personalized learning dashboard that empower learners to study at their own pace in and outside of the classroom. We tackle math, science, computer programming, history, art history, economics, and more. Our math missions guide learners from kindergarten to calculus using state-of-the-art, adaptive technology that identifies strengths and learning gaps. We've also partnered with institutions like NASA, The Museum of Modern Art, The California Academy of Sciences, and MIT to offer specialized content.
For free. For everyone. Forever. #YouCanLearnAnything
Subscribe to Khan Academy’s Finance and Capital Markets channel: https://www.youtube.com/channel/UCQ1Rt02HirUvBK2D2-ZO_2g?sub_confirmation=1
Subscribe to Khan Academy: https://www.youtube.com/subscription_center?add_user=khanacademy

Views: 377342
Khan Academy

Why bond prices move inversely to changes in interest rate. Created by Sal Khan.
Watch the next lesson:
https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/treasury-bond-prices-and-yields?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets
Missed the previous lesson? Watch here: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/introduction-to-the-yield-curve?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets
Finance and capital markets on Khan Academy: Both corporations and governments can borrow money by selling bonds. This tutorial explains how this works and how bond prices relate to interest rates. In general, understanding this not only helps you with your own investing, but gives you a lens on the entire global economy.
About Khan Academy: Khan Academy offers practice exercises, instructional videos, and a personalized learning dashboard that empower learners to study at their own pace in and outside of the classroom. We tackle math, science, computer programming, history, art history, economics, and more. Our math missions guide learners from kindergarten to calculus using state-of-the-art, adaptive technology that identifies strengths and learning gaps. We've also partnered with institutions like NASA, The Museum of Modern Art, The California Academy of Sciences, and MIT to offer specialized content.
For free. For everyone. Forever. #YouCanLearnAnything
Subscribe to Khan Academy’s Finance and Capital Markets channel: https://www.youtube.com/channel/UCQ1Rt02HirUvBK2D2-ZO_2g?sub_confirmation=1
Subscribe to Khan Academy: https://www.youtube.com/subscription_center?add_user=khanacademy

Views: 566061
Khan Academy

In this revision video we work through some numerical examples of the inverse relationship between the market price of fixed-interest government bonds and the yields on those bonds.
Government bonds are fixed interest securities. This means that a bond pays a fixed annual interest – this is known as the coupon
The coupon (paid in £s, $s, Euros etc.) is fixed but the yield on a bond will vary
The yield is effectively the interest rate on a bond. The yield will vary inversely with the market price of a bond
1.When bond prices are rising, the yield will fall
2.When bond prices are falling, the yield will rise
- - - - - - - - -
MORE ABOUT TUTOR2U ECONOMICS:
Visit tutor2u Economics for thousands of free study notes, videos, quizzes and more:
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A Level Economics Example Top Grade Essays:
https://www.tutor2u.net/economics/store/selections/exemplar-essays-for-a-level-economics

Views: 59567
tutor2u

Financial Theory (ECON 251)
Where can you find the market rates of interest (or equivalently the zero coupon bond prices) for every maturity? This lecture shows how to infer them from the prices of Treasury bonds of every maturity, first using the method of replication, and again using the principle of duality. Treasury bond prices, or at least Treasury bond yields, are published every day in major newspapers. From the zero coupon bond prices one can immediately infer the forward interest rates. Under certain conditions these forward rates can tell us a lot about how traders think the prices of Treasury bonds will evolve in the future.
00:00 - Chapter 1. Defining Yield
09:07 - Chapter 2. Assessing Market Interest Rate from Treasury Bonds
35:46 - Chapter 3. Zero Coupon Bonds and the Principle of Duality
50:31 - Chapter 4. Forward Interest Rate
01:10:05 - Chapter 5. Calculating Prices in the Future and Conclusion
Complete course materials are available at the Open Yale Courses website: http://open.yale.edu/courses
This course was recorded in Fall 2009.

Views: 54247
YaleCourses

A simple comparison using a 2.5 year $100 par 6% semiannual coupon bond. Spot rate: the yield for each cash flow that treats the cash flow as a zero-coupon bond. A coupon-paying bond is a set of zero-coupon bonds. Forward rate: the implied forward rates that make an investor indifferent to rolling over versus investing at spot.
Yield to maturity (YTM, an IRR): the single rate that can be used to discount all of the bond's cash flows, in order to price the bond correctly. So the YTM is a flat horizontal line. For more financial risk videos, visit our website! http://www.bionicturtle.com

Views: 49786
Bionic Turtle

In this video I introduce the concept of yield curves - plots of yield to maturity for various times to maturity for instruments of a similar quality (and often same issuer)
I show how we can bootstrap a zero curve (spot curve) from a series of coupon paying instruments as long as we have one instrument on the yield curve that has only one cashflow remaining - this begins the bootstrapping process.
I explain how the spot curve can be used to discount the individual cashflows at the correct time/discount factor to arrive at a more accurate fair price for the bond, and then the YTM can be calculated from that price.

Views: 11890
Matt Thomas

What's the difference between a spot rate and a bond's yield-to-maturity? In this video you'll learn how to find the price of the bond using spot rates, as well as how to find the yield-to-maturity of a bond once we know it's price.
Simply put, spot rates are used to discount cash flows happening at a particular point in time, back to time 0. A bond's yield-to-maturity is the overall return that the investor will make by purchasing the bond - think of it as a weighted average!

Views: 9507
Arnold Tutoring

Bonds and Bond Yields. A video covering Bonds and Bond Yields
Instagram @econplusdal
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Views: 34951
EconplusDal

Why buy a bond that pays no interest? This video helps you understand what a zero coupon bond is and how it can be beneficial. It details when you should expect to receive a return after buying a zero coupon bond and some of its unique features.
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Views: 41433
Zions TV

Calculation of the theoretical Treasury spot rate curve using bootstrapping and the value of a bond using spot rates.

Views: 27790
EduPristine

The theoretical spot rate curve is different than the par yield curve. Here is how to bootstrap the spot rate. For more financial risk videos, visit our website! http://www.bionicturtle.com

Views: 89410
Bionic Turtle

UPDATE: You can also find the YTM by trial and error. If you plug in 0.06 for the YTM in the equation this gives you $91,575, which is lower than $92,227. YTM = 0.058 gives you $92,376, which is a little bit higher than $92,227. YTM = 0.0585 gives you $92,175, but YTM = 0.0584 gives you $92,215 which is very close to $92,227. Thus, 5.84% is the approximate YTM
This video explains how to calculate the yield-to-maturity of a coupon bond. A comprehensive example is provided that shows the formula for calculating the yield, but the video also provides a Microsoft Excel formula that provides an easier means of determining the yield.
Edspira is your source for business and financial education. To view the entire video library for free, visit http://www.Edspira.com
To like us on Facebook, visit https://www.facebook.com/Edspira
Edspira is the creation of Michael McLaughlin, who went from teenage homelessness to a PhD. The goal of Michael's life is to increase access to education so all people can achieve their dreams. To learn more about Michael's story, visit http://www.MichaelMcLaughlin.com
To follow Michael on Facebook, visit
https://facebook.com/Prof.Michael.McLaughlin
To follow Michael on Twitter, visit
https://twitter.com/Prof_McLaughlin

Views: 81244
Edspira

Help us make better videos: http://www.informedtrades.com/donate
Trade stocks and bonds with Scottrade, the broker Simit uses: http://bit.ly/scottrade-IT (see our review: http://bit.ly/scottrade-IT2)
KEY POINTS
1. Bond prices and bond yields move in opposite directions. When bond prices go up, that means yields are going down; when bond prices go down, this means yields are going up. Mathematically, this is because yield is equal to:
annual coupon payments/price paid for bond
A decrease in price is thus a decrease in the denominator of the equation, which in turn results in a larger number.
2. Conceptually, the reason for why a decrease in bond price results in an increase bond yields can be understood through an example.
a. Suppose a corporation issues a bond to a bondholder for $100, and with a promise of $5 in coupon payments per year. This bond thus has a yield of 5%. ($5/$100 = 5%)
b. Suppose the same corporation then issues additional bonds, also for $100 but this time promising $6 in coupon payments for year -- and thus yielding 6%.
No rational investor would choose the old bond; instead, they would all purchase the new bond, because it yielded more and was at the same price. As a result, if a holder of the old bonds needed to sell them, he/she would need to do so at a lower price. For instance, if holder of the old bonds was willing to sell it at $83.33, than any prospective buyer would get a bond that earned $5 in coupon payments on an $83.33 payment -- effectively an annual yield of 6% (5/83.33). The yield to maturity could be even higher, since the bond would give the bondholder $100 upon reaching maturity.
3. The longer the duration of the bonds, the more sensitivity there is to interest rate moves. For instance, if interest rates rise in year 3 of a 30 year bond (meaning there are 27 years left until maturity) the price of the bond would fall more than if interest rates rise in year 3 of a 5 year bond. This is because an interest in interest rates reduces the relative appeal of existing coupon payments, and the more coupon payments that are remaining, the more interest rate fluctuations will impact the price of the bond.
4. Lastly, a small note on jargon: when investors or commentators say, "bonds are up," (or down) they are referring to bond prices. "Bonds are up" thus means bond prices are up and yields are down; conversely, "bonds are down" means bond prices are down and yields are up.

Views: 66878
InformedTrades

A debt security that doesn't pay interest (a coupon) but is traded at a deep discount, rendering profit at maturity when the bond is redeemed for its full face value.
For more Investopedia videos, check out; http://www.investopedia.com/video/

Views: 54772
Investopedia

MBA:8180 Managerial Finance Zero Coupon Bonds and The Yield Curve Video

Views: 18
Thomas Rietz

Learn how to use spreads to trade the yield curve, a common strategy and cash and futures U.S. treasury markets.
Subscribe: https://www.youtube.com/subscription_center?add_user=cmegroup
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CME Group: http://www.cmegroup.com/
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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

Views: 1866
CME Group

simple calculation in Excel of a yield curve starting with the forward curve

Views: 9405
Joe Troccolo

The current yield and yield to maturity (YTM) are two popular bond yield measures. The current yield tells investors what they will earn from buying a bond and holding it for one year. The yield to maturity (YTM) is the bond's anticipated return if held until it matures.

Views: 100373
Investopedia

The yield (aka, yield to maturity, YTM) is the single rate that correctly prices the bond; it impounds the spot rate curve. For each coupon bond, there is a different implied yield. The PAR YIELD is the yield (YTM) for a bond that happens to price at par, and therefore is equal to this bond's coupon. So, the par yield (as a special case or particular YTM) is the coupon rate on a bond priced at par.

Views: 18736
Bionic Turtle

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Views: 18187
ASWINI BAJAJ

Riding the Yield Curve or Rolling down the yield curve simplified

Views: 1187
Stock Watchlist

Fiscal Policy - Bonds and Yield Curves - An understanding of why bonds and yield curves are important for an economy and for a government when enacting fiscal policy

Views: 14022
EconplusDal

define and compare the spot curve, yield curve on coupon bonds, par curve, and forward curve;

Views: 61
Ted Stephenson

Pre-requisites:
Yield curve (Fixed income 03)

Views: 990
A&A Academy

How to estimate treasury spot rates (term of structure interest rates) based on Treasury yields.

Views: 3804
Qobil Yunusov

This video shows how to calculate the Forward Rate using yields from zero-coupon bonds. A comprehensive example is provided along with a formula to show how the Forward Rate is computed based on zero-coupon yields.
Edspira is your source for business and financial education. To view the entire video library for free, visit http://www.Edspira.com
To like us on Facebook, visit https://www.facebook.com/Edspira
Edspira is the creation of Michael McLaughlin, who went from teenage homelessness to a PhD. The goal of Michael's life is to increase access to education so all people can achieve their dreams. To learn more about Michael's story, visit http://www.MichaelMcLaughlin.com
To follow Michael on Facebook, visit
https://facebook.com/Prof.Michael.McLaughlin
To follow Michael on Twitter, visit
https://twitter.com/Prof_McLaughlin

Views: 84231
Edspira

Download Preston's 1 page checklist for finding great stock picks: http://buffettsbooks.com/checklist
Preston Pysh is the #1 selling Amazon author of two books on Warren Buffett. The books can be found at the following location:
http://www.amazon.com/gp/product/0982967624/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=0982967624&linkCode=as2&tag=pypull-20&linkId=EOHYVY7DPUCW3WD4
http://www.amazon.com/gp/product/1939370159/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=1939370159&linkCode=as2&tag=pypull-20&linkId=XRE5CA2QJ3I2OWSW
In this lesson, we began to understand the important terms that truly value a bond. Since most investors will never hold a bond throughout the entire term, understanding how to value the asset becomes very important. As we get into the second course of this website, a thorough understanding of these terms is needed. So, be sure to learn it now and not jump ahead.
We learned that there are two ways to look at the value of a bond, simple interest and compound interest. As an intelligent investor, you'll really want to focus on understanding compound interest. The term that was really important to understand in this lesson was yield to maturity. This term was really important because it accounted for almost every variable we could consider when determining the true value (or intrinsic value) of the bond. Yield to Maturity estimates the total amount of money you will earn over the entire life of the bond, but it actually accounts for all coupons, interest-on-interest, and gains or losses you'll sustain from the difference between the price you pay and the par value.

Views: 386610
Preston Pysh

We offer the most comprehensive and easy to understand video lectures for CFA and FRM Programs. To know more about our video lecture series, visit us at www.fintreeindia.com
Video lecture recorded during a live classroom session of FRM Part- I in FinTree at Pune center.
This Video covers bootstrapping spot rates from bond prices.

Views: 19826
FinTree

If you've been following what the Federal Reserve is doing with the interest rate, you have probably heard them talk about the yield curve. Marketplace Senior Editor Paddy Hirsch explains what the curve is and what happens if it gets flattened.
For more stories:
marketplace.org/whiteboard
Subscribe to our channel!
https://youtube.com/user/marketplacevideos

Views: 62835
Marketplace APM

This video shows how to calculate the yield-to-maturity of a zero-coupon bond using forward rates. A comprehensive example is provided to demonstrate how a formula can be used to compute the yield of a zero-coupon bond when you know the forward rates.
Edspira is your source for business and financial education. To view the entire video library for free, visit http://www.Edspira.com
To like us on Facebook, visit https://www.facebook.com/Edspira
Edspira is the creation of Michael McLaughlin, who went from teenage homelessness to a PhD. The goal of Michael's life is to increase access to education so all people can achieve their dreams. To learn more about Michael's story, visit http://www.MichaelMcLaughlin.com
To follow Michael on Facebook, visit
https://facebook.com/Prof.Michael.McLaughlin
To follow Michael on Twitter, visit
https://twitter.com/Prof_McLaughlin

Views: 8755
Edspira

Learn the difference between a forward rate and a spot rate, and how to determine spot rates from forward rates by setting up equivalent expressions. Then you can use those spot rates to calculate the price of a coupon-paying bond.

Views: 11538
Arnold Tutoring

In this lecture we describe the inverted yield curve and how it differs from the normal yield curve.
Before we get to that, we explain the strategy of 'riding the yield curve' and then why the inverted yield curve is such a dangerous thing when riding the yield curve.
We explain why the inverted yield curve usually occurs, and why this makes it a good leading economic indicator for predicting near-term recessions.
Along the way, we also introduce Zero-Coupon bonds, which are bonds with a single principal maturity payment without any intervening coupon-interest payments.
Previous lecture: http://www.youtube.com/watch?v=j1Fq_1pg7xE
Next lecture: http://www.youtube.com/watch?v=BW4J2HAd4VI
For financial education from London to Singapore and beyond, please contact MithrilMoney via the following website:
http://mithrilmoney.com/
This MithrilMoney lecture was delivered by Andy Duncan, CQF.
Please read our disclaimer:
http://mithrilmoney.com/disclaimer/

Views: 34133
MithrilMoney

This video will show you how to calculate the bond price and yield to maturity in a financial calculator.
If you need to find the Present value by hand please watch this video :)
http://youtu.be/5uAICRPUzsM
There are more videos for EXCEL as well
Like and subscribe :)
Please visit us at http://www.i-hate-math.com
Thanks for learning

Views: 310650
I Hate Math Group, Inc

Importing python library:
https://docs.python.org/2/library/math.html
Calculating yield-to-maturity of a zero coupoun bond based on price and vice versa.

Views: 223
Infermath

The carry of a financial instrument is the P&L generated by the instrument when the underlying risk drivers follow the most likely path.
In the case of bonds, the natural risk driver is the yield curve and there are two versions of "most likely" path:
1) The spot yield curve stays unchanged as time goes by
2) The spot yield curve evolves into the forward curve at each time in the future
As a result, two notions of carry ensue. In this video we consider the carry from 1) in a 15-year bond with yearly coupons.
In the bottom plot we show the steady path of the spot yield curve. As time goes by, the time to maturity of the bond shortens, and the yield of the last coupon follows the red dot down the curve.
In the top plot we plot the carry, which, like the P&L, has two components:
i) The cash (or "realized") carry/P&L, due to the coupons (light gray, called "coupon")
ii) The mark-to-market (or "unrealized") P&L, due to the changes in the bond value/price (dark gray, called "price")
Notice how over time the dominant component is the cash/coupon carry. Also notice how, despite the mark-to-market/price component can be negative at times, the total carry is always positive.
This and other MATLAB-powered educational videos at the ARPM Bootcamp www.arpm.co.

Views: 1214
ARPM - Advanced Risk and Portfolio Management

This video graphs the movements in maximum smoothness forward rates and zero coupon bond yields for the Thai Government Bond yield curve, daily from September 15, 1999 to December 30, 2016. Analysis by Kamakura Corporation from data from the Thai Bond Market Association. We recommend the video that uses "Thai On the Run" maturities only. The full set of yields from the Thai Bond Market Association contains some smoothing errors.

Views: 97
KamakuraCorporation

We start by explaining the concept of convexity. We describe how price changes approximated using duration lead to measurement error which can be eliminated using convexity adjustment. We make use of an example to show how actual change in bond price due to change in yield is different from that approximated using duration. The difference is called 'measurement error'. We then use convexity adjustment to eliminate this error. In the end, we describe why convexity adjustment is always positive regardless of whether yields go up or down.

Views: 62590
finCampus Lecture Hall

Kamakura Risk Manager was used to create maximum smoothness forward rates and zero coupon yields from U.S. Department of the Treasury data on a daily basis from January 2, 1962 to December 30, 2016. More at [email protected]

Views: 1309
KamakuraCorporation

How to Prepare Indian Economy for UPSC CSE Prelims 2019 ? Video Link : https://youtu.be/SYuTBEMmzJ4
To Join Economy Prelims Telegram Channel -
https://t.me/NEOIASECONOMYPRELIMS
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Economy Previous Year Questions Link : https://drive.google.com/open?id=1zmjyKUMAttVddsQ6wInX1zGBKfy-jU0q
Learn complete concept of Indian Economy for CIVIL SERVICE EXAMINATION in the simplest way.
NEO IAS e-learning classes is an online program which aims to create CIVIL SERVANTS for the development of the nation by providing the video series of complete topics that are relevant for the CIVIL SERVICES (IAS/IPS) Exam.

Views: 36138
NEO IAS

This narrated PPT describes how a zero coupon bond works, along with an example of how to calculate the yield to maturity. We contrast the yield to maturity with the bond equivalent yield.

Views: 24761
Elizabeth Schmitt

Estimating the yield to maturity using Interpolation.

Views: 2118
Brian Byrne

In this Excel Library video, we take a limited amount of bond yield information, and then extrapolate and interpolate from this a good-fitting yield curve which covers all the 'potential' rates in-between.
We do this using the Nelson-Siegel-Svensson method, via the Excel data tool, Solver, and minimise residual error squares to create a believable yield curve, despite a lack of complete information.
The main block of Nelson-Siegel-Svensson Excel formula code used in this video can be copied from here:
http://mithrilmoney.com/excel-library-generating-a-yield-curve-with-the-nelson-siegel-svensson-method/
For financial education from London to Singapore and beyond, please contact MithrilMoney via the following website:
http://mithrilmoney.com
This MithrilMoney lecture was delivered by Andy Duncan, CQF.
Please read our disclaimer:
http://mithrilmoney.com/disclaimer/

Views: 53634
MithrilMoney

Using a simple zero-coupon bond, I illustrate bond duration. We have a few variations, including weighted average time to cash flow, but the best way to view duration is as a SENSITIVITY: the % change in bond price given a % change in yield (YTM). For more financial risk videos, visit our website! http://www.bionicturtle.com

Views: 115824
Bionic Turtle

In this video, I demonstrate using a technique explained by John C Hull how to estimate zero coupon term structure.
https://www.amazon.co.uk/Options-Futures-Other-Derivatives-Global/dp/1292212896/ref=sr_1_1?ie=UTF8&qid=1519645774&sr=8-1&keywords=john+c+hull+futures+options+and+derivatives

Views: 841
Brian Byrne

My wife's channel is Pari ka kitchen, if you like my videos; please help me by subscribing to her channel. The link to her channel is https://youtu.be/hUoStCPz2hM
Thank you, kindly keep subscribed to her channel as she needs my assistance for promoting her YouTube channel. Thanking the trading community in advance. Rajiv Dharmadhikari
This video introduces the concept of Bonds. What are bonds and why are they issued. What is a bond, meaning and information of bonds in Hindi. बॉन्ड्स क्या होते है, बॉन्ड्स और बॉन्ड मार्किट की जानकारी, बॉन्ड्स का अर्थ, बॉन्ड्स ट्रेडिंग और बॉन्ड यील्ड. बॉन्ड या बॉन्ड्स (Bonds) एक प्रकार का ऋण होता है. इसे एक प्रकार का उधार पत्र भी कह सकते है. इसे आमतौर पर किसी देश की सरकार के द्वारा जारी किया जाता है.

Views: 30948
Rajiv Dharmadhikari

There are several different types of yield you can use to compare potential returns on an investment. Chip Loughridge with Zions Direct explains Current Yield and Yield to Maturity, as well as when you would typically use these calculations.
What did you think? Leave a comment or subscribe to our channel to continue building your investment knowledge.
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Views: 16463
Zions TV

Views: 1657
GSB MOOC

The coupon rate is the annual interest rate paid on a bond. It is represented as a percentage of the bond's face value. This video provides a brief explanation of what coupon rate means, and provides a visual example of how it is typically used and calculated.
Learn more at: http://marketbusinessnews.com/financial-glossary/coupon-rate/

Views: 7855
MBN Video Dictionary