Documents Chapter 3 Term Structure of Interest Rates: Empirical Properties and Classical Theories

Chapter 3 Term Structure of Interest Rates: Empirical Properties and Classical Theories FIXED-INCOME SECURITIES Outline Types of TS Shapes of the TS Dynamics of the TS Stylized…

Documents Week+3+-+MGT4068

MGT 4068 FIXED INCOME SECURITIES Week 3 Alex Hsu, Ph.D. The term structure of interest rates is the series of interest rates ordered by term-to-maturity at a given time The…