Lecture 5: FixedIncome Securities II
By David X. Du
Critical Concepts
Coupon Bond
Pure Discount Bond
Arbitrage
Macaulay's Duration
Price, Yield and Maturities
References: (+ slides used):
Andrew Lo. 15.401 Finance Theory I. Fall 2008. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: Creative Commons BYNCSA.
https://ocw.mit.edu/courses/sloansch...
Slides by Professor Andrew W. Lo of Finance, MIT Sloan