incastle의 콩나물

Short Rates short rates : a simpler way to calculate all future spot rates 모든 걸 step by step으로 계산하는 건 너무 귀찮아.....한 번에 계산하는 방법임 Short rate at time k is the forward rate from k to k+1 k에서 플러스 1만 함(무조건 1년이네) spot => 끝나는 점 표기 / forward rate => 시작 + 끝나는 점 표기 / r(short) => 시작일만 표기 Short rates form a convenient basis for generating all other rates 4.8 Duration Duration duration is a measure of interest..

4.3 Forward Rates Forward Rates 1 Concept of forward rates emerges from the definition of spot rates Forward rates: Interest rates for money to be borrowed between two dates in the future, but under terms agreed upon today 미래에서 시작해서 미래에서 끝난다. For investing $1 for two years, there are two alternatives Invest $1 in a 2-year account and receive (1 + s_2)^2 한 번에 2년 담가 Invest $1 in a 1-year account a..

3.1 공급사슬 성과 요인 - Some financial measures of a firm performance that are affected by supply chain performance From a shareholder perspective, return on equity is the main summary measure 주주의 관점에서, 자기 자본 수익률이 주요 요약 척도 Return on assets measures the return earned on each dollar invested by the firm in assets 자산 수익률은 회사가 자산에 투자 한 1 달러당 수익을 측정합니다. Inventory turnover measures the performance of invento..

4.1 The Yield Curve Variation in Bond Yields Yield to maturity(YTM) of any bond is strongly tied to general conditions in the fixed income securitied market 채권의 만기 수익률 (YTM)은 fixed income securities 시장의 일반적인 조건과 밀접한 관련이 있습니다. All yields tend to move together in this market But all bond yields are not exactly the same Two major factors : quality ratings and time to maturity 신용등급과 만기일이 중요한 factor이..