This Bloomberg training tutorial will look at how you can use the Bloomberg terminal to calculate forward prices.
Views: 15319 Fintute
Feb. 7 (Bloomberg) -- Craig Donohue, chief executive officer of CME Group Inc., talks about the role of clearing houses in increasing transparency and stability in financial markets. He speaks with Linzie Janis on Bloomberg Television's "Global Connection."
Views: 276 Bloomberg
Get the excel model: http://www.smarthelping.com/2017/10/interest-rate-swap-financial-model.html Explore all of smarthelping's financial models: http://www.smarthelping.com/p/excel.html I have tried to add as many editable variables as possible here so you can get a really good sense of the value of an interest rate swap from both the fixed and variable rate legs. These are assumed to be bond like with a notional amount that never changes over the life of the contract. *Update: I have added a payment schedule for both fixed/variable sides.
Views: 1467 smarthelping
Calculation of the value of Interest Rate Swap and determining the Swap Rate (demonstration using MS Excel).
Views: 5988 Qobil Yunusov
At inception, the value of the swap is zero or nearly zero. Subsequently, the value of the swap will differ from zero. Under this approach, we simply treat the swap as two bonds: a fixed-coupon bond and a floating-coupon bond. The value of the swap is difference between the two. For more financial risk videos, visit our website at http://www.bionicturtle.com!
Views: 174954 Bionic Turtle
Feb. 7 (Bloomberg) -- Craig Donahue, chief executive officer of CME Group Inc., talks about the role of clearing houses in increasing transparency and stability in financial markets. He speaks with Linzie Janis on Bloomberg Television's "Global Connection."
Views: 163 Bloomberg
The swap rate is a par rate. If the swap rate curve is increasing, then the spot rates will be slightly higher than swap rates. Here is the spreadsheet https://www.dropbox.com/s/zt2z495xyfhzevv/0708-swap-spot.xlsx. Visit our website for more financial risk videos! http://www.bionicturtle.com
Views: 12304 Bionic Turtle
Dec. 18 (Bloomberg) -- Peter Shapiro, managing director of Swap Financial Group LLC, talks with Bloomberg's Betty Liu about Harvard University's loss of almost $1 billion on interest-rate swaps and possible actions the school may have taken to mitigate its losses. Shapiro also discusses the strategy which may have led the institution to invest in risky derivative investments. (This is an excerpt of the full interview. Source: Bloomberg)
Views: 331 Bloomberg
A short tutorial on valuation of the cross currency interest rate swap. Here exemplified using a EUR/SEK fixed/float 10Y swap. We extract 3M forward curves using dual bootstrap and OIS discounting, as well as extract the implied EUR discounting curve from the FX-swaps and FX-basis swap rates.
Views: 1444 Quantlab
The ERIS1 GO Bloomberg video tutorial will step users through views of streaming markets, market depth, Bloomberg Tickers, the SWPM Page, and an Eris integrated spreadsheet which offers the ability to view historical prices, live markets, Par Rate Equivalents, and more.
Views: 1839 ErisFutures
June 6 (Bloomberg) -- On today's "Chart Attack," Graham Fisher Managing Director Josh Rosner and Bloomberg's Adam Johnson look at the performance of banks on Bloomberg Television's "Street Smart." (Source: Bloomberg) -- Subscribe to Bloomberg on YouTube: http://www.youtube.com/Bloomberg On Bloomberg Television's "Street Smart," hosts Trish Regan and Adam Johnson bring you the most important market news and analysis affecting the S&P 500, Dow Jones Industrial Average, and the Nasdaq for your last trade of today and first trade for tomorrow. Broadcasting daily from Bloomberg TV's headquarters in New York, this business news show centered around the closing bell on New York exchanges, is targeted to provide the best analysis of the day's leading market headlines with a mix of original reporting, earnings news and expert sourcing from Wall Street's sharpest options traders, equity strategists and company analysts. Trish Regan and Adam Johnson provide actionable insight on the capital markets daily with regular segments such as "Chart Attack," depicting likely market moves before they happen, and "Insight & Action" which explains original trading ideas that can make you money. In addition, "Street Smart" is filled with breaking news, political analysis, and market-moving interviews with exclusive guests such billionaire investor Carl Icahn, hedge fund titan Bill Ackman, automaker Elon Musk and more. "Street Smart" broadcasts at 3-5pm ET/12-2pm PT. For a complete compilation of Street Smart videos, visit: http://www.bloomberg.com/video/street-smart/ Watch "Street Smart" on TV, on the Bloomberg smartphone app, on the Bloomberg TV + iPad app or on the web: http://bloomberg.com/tv Bloomberg Television offers extensive coverage and analysis of international business news and stories of global importance. It is available in more than 310 million households worldwide and reaches the most affluent and influential viewers in terms of household income, asset value and education levels. With production hubs in London, New York and Hong Kong, the network provides 24-hour continuous coverage of the people, companies and ideas that move the markets.
Views: 3530 Bloomberg
Tim Bennett looks at a red flag that can warn of trouble in the banking sector - and potentially the wider economy - and how to interpret what it's telling you.
Views: 57264 MoneyWeek
Brief illustration of a fixed-for-fixed currency swap (e.g., dollars for euros). Please note: in a plain vanilla interest rate swap, we referred to the NOTIONAL because it is not exchanged (in that case, the notional is required only to compute the interest). However, in a currency swap the PRINCIPAL is exchanged. For more financial risk videos, visit our website at http://www.bionicturtle.com!
Views: 145345 Bionic Turtle
From 364 BPs to 26 BPs, August 2006-Present - Insight with Editor-at-Large Tom Keene; Did Bernanke Narrow Spreads? (Bloomberg News)
Views: 296 Bloomberg
Dec.05 -- Paul Hamill, global head of FICC distribution at Citadel Securities, discusses signals from the yield curve inversion and concerns over the neutral rate. He speaks with Bloomberg's Francine Lacqua on "Bloomberg Surveillance."
Views: 856 Bloomberg Markets and Finance
Why yields go down when prices go up. Created by Sal Khan. Watch the next lesson: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/annual-interest-varying-with-debt-maturity?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/relationship-between-bond-prices-and-interest-rates?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: 245538 Khan Academy
Roland Morris, Commodities Strategist, explores the advantages of the UBS Bloomberg Constant Maturity Commodity Index [CMCI] approach. View the full transcript and disclosure: http://www.vaneck.com/library/viewpoint-videos/CMCAX-CMCI-Approach/ The Index is the foundation for CMCAX, Van Eck CM Commodity Index Fund, which offers "pure" commodity exposure while mitigating the impact of roll yield. Learn more: http://www.vaneck.com
Views: 317 VanEck
Sept. 16 -- The Federal Reserve has kept interest rates at historic, near zero levels for nearly seven years. If Federal Reserve officials begin raising rates this week, what will that mean for you? Bloomberg's Ben Steverman looks at four things you may want to consider
Views: 13709 Bloomberg
Sept. 20 (Bloomberg) -- James Caron, head of global interest-rate strategy at Morgan Stanley, talks about the outlook for Federal Reserve policy. He speaks with Lisa Murphy on Bloomberg Television's "Fast Forward." (Source: Bloomberg)
Views: 126 Bloomberg
Animated USD Swap curve over time based on OTC trade data captured realtime from swap data repositories. Marker size is modeled as the square of the volume traded and each color represents a single trading day. Premium swaps, close-outs, cancel-corrects and malformed data has been excluded from this sample. For other swap curves (all currencies available) and other derivative data (CDS, foreign exchange, commodities), visit www.otctradedata.com
Views: 427 otc tradedata
Jason Burack of Wall St for Main St had on returning guest, derivatives expert, precious metals expert and longtime veteran of the financial industry, Rob Kirby of Kirby Analytics http://www.kirbyanalytics.com/ During this 45+ minute interview, Jason asks Rob about interest rates and if Janet Yellen and the Federal Reserve can raise them? Rob thinks at most there will be 1-2 token interest rate increases of 25 basis points and those are by no means guaranteed, before the Federal Reserve has to reverse course and lower interest rates as close to zero as possible across the entire yield curve. Rob then talks about how interest rate swaps affect the Fed's ability to raise rates. Jason brings up a recent Bloomberg article how Wall St banks are offering discounted interest rate swaps to attract people to buy them. http://www.bloomberg.com/news/articles/2015-11-15/debt-market-distortions-go-global-as-nothing-makes-sense-anymore Jason then asks Rob if there will be bail ins to force Americans to put their savings into US Treasury bonds? Rob thinks the Wall St banks may not need access directly to people's savings as the ESF/US Treasury/Federal Reserve will give them stealth/covert bailouts in unlimited amounts. Next, Jason and Rob talk about Keynesian Economics and currency swaps. Rob thinks the size and amount of currency swaps will continue to explode going forward since they became prevalent in 2007-2008. Rob says every market is manipulated up or down depending on what the Wall St banks/US Treasury/Federal Reserve wants. To wrap up the interview, Jason and Rob talk about the gold and silver markets. Rob thinks the paper leverage ratios on COMEX/LBMA are 100% not sustainable and they will blow up in the near future especially as more and more mines come offline or miners go bankrupt. Please visit the Wall St for Main St website here: http://www.wallstformainst.com/ Follow Jason Burack on Twitter @JasonEBurack Follow Mo Dawoud on Twitter @m0dawoud Follow Wall St for Main St on Twitter @WallStforMainSt Also, please take 5 minutes to leave us a good iTunes review here! https://itunes.apple.com/us/podcast/wall-street-for-main-street/id506204437 If you feel like donating fiat, Bitcoin, gold or silver, Wall St for Main St accepts donations on our main website. Wall St for Main St is also available for personalized investor education and consulting! Please email us to learn more about it!
Views: 11159 WallStForMainSt
June 7 (Bloomberg) -- Ivan Colhoun, head of Australian economics at ANZ Banking Group Ltd., talks about economic policy after the Reserve Bank of Australia left its benchmark interest rate unchanged for a sixth straight meeting. He speaks with Linzie Janis on Bloomberg Television's "FirstLook."
Views: 96 Bloomberg
This Bloomberg video is prepared by Dr Anson Wong (AF), Dr Derek Yim (AF), and Mr William Ho (LIB) from the Hong Kong Polytechnic University, with funding support from UGC Teaching & Learning Project on enhancing information literacy in Hong Kong higher education through the development and implementation of shared interactive multimedia courseware (IL Project) from year 2016-2018.
Views: 521 Pao Yue-kong Library
March 1 (Bloomberg) -- Gavin Stacey, interest-rate strategist at Barclays Capital, comments on the Reserve Bank of Australia's decision to leave its benchmark interest rate at 4.75 percent. He speaks from Sydney with Linzie Janis on "Global Connection."
Views: 91 Bloomberg
Sept. 17 (Bloomberg) -- Federal Reserve Chair Janet Yellen speaks about the outlook for interest rates. She speaks at a news conference in Washington. (This is an excerpt. Source: Bloomberg) -- Subscribe to Bloomberg on YouTube: http://www.youtube.com/Bloomberg Bloomberg Television offers extensive coverage and analysis of international business news and stories of global importance. It is available in more than 310 million households worldwide and reaches the most affluent and influential viewers in terms of household income, asset value and education levels. With production hubs in London, New York and Hong Kong, the network provides 24-hour continuous coverage of the people, companies and ideas that move the markets.
Views: 1163 Bloomberg
Oct. 25 (Bloomberg) -- Michael Moran, a vice president at Goldman Sachs Group Inc., talks about the impact low interest rates may have on corporate pension plan funding. Moran speaks with Erik Schatzker on Bloomberg Television's "InsideTrack." (Source: Bloomberg)
Views: 284 Bloomberg
April 23 -- In today’s “Bart Chart,” Bloomberg’s Mark Barton takes a look at inflation expectations by examining Eurozone Inflation, the 5-year 5-year inflation swap rate and Germany’s 5-year breakeven rate on “Countdown.” --Subscribe to Bloomberg on YouTube: http://www.youtube.com/Bloomberg Bloomberg Television offers extensive coverage and analysis of international business news and stories of global importance. It is available in more than 310 million households worldwide and reaches the most affluent and influential viewers in terms of household income, asset value and education levels. With production hubs in London, New York and Hong Kong, the network provides 24-hour continuous coverage of the people, companies and ideas that move the markets.
Views: 403 Bloomberg
Interview and discussion with Martin Fridson of the Fridson Investment Advisors. He says junk bond rally can sustain over next 18 months. (Bloomberg News)
Views: 402 Bloomberg
Full workshop available at www.quantshub.com Presenter: Pat Hagan: Consultant & Mathematics Institute, Oxford University Basic Fixed Income Instruments Basics: discount factors, FRAs, swaps, and other delta products Basic curve stripping, bucket deltas, and managing IR risks Martingales & the fundamental theorem Vanilla options (caps, floors, and swaptions) & Black's model Vol matrices, bucket vegas, and managing vol risks Smiles, local volatility models, and equivalent volatilities Mishedging, and the development of the stochastic vol model Using the SABR model to manage volatility smiles, hedging stability Lévy based models for managing volatility surfaces Current Market Practice Money vs. scrip Holiday calendars, business day rules, and schedule generation Day count fractions Advanced delta Reference rates & basis spreads Stripping reference rates to obtain basis spreads OIS discounting and dual-curve stripping Cross-currency basis curve; collateralizing legs in alternate ccy Leverage, cost of funds, and the credit crisis Moving to scenario-based risks and hedging Arbitrage Free SABR Arbitrage in the SABR model Reduction to the effective forward equation Arbitrage free boundary conditions Exactly conservative numerical methods Comparison with historical data Hedging under SABR model Closed-form solutions; boundary layer analysis
Views: 3825 Quants Hub
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: 75755 Edspira