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