Interest Rates Futures ppt课件内容预览:5. Interest Rates FuturesSummaryAsset Prices Depend on the Interest RatesSpot Rates and Forward RatesHow to Determine the Price of the Interest Rate FuturesHow to Hedge Interest Rate RInterest Rates Futures erest Rate FuturesHow to Hedge Interest Rate RiskSpot RatesInterest rates on zero-coupon bondsThe n-year spot rate is the interest rate on an n-year investment of the zero-coupon bondNo intermediate payment (coupon)Both the principal and interest will be paid on the last dayForward RatesFor a 1-year zero-coupon bond,the spot rate is 10For a 2-year zero-coupon bond,the spot rate is 12What is the interest rate for the second year?Forward Rate: Interest rates implied by current spot rates for periods of time in the futureF
课件关键字:Interest Rates Futures ,Intere。
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