tailieunhanh - Lecture Financial modeling - Topic 11B: Accrued interest, clean and dirty prices, yield curve models, and forward rates

Topic 11B - Accrued interest, clean and dirty prices, yield curve models, and forward rates. After completing this unit, you should be able to: Compute bond accrued interest and invoice price, construct yield curves using an empirical curve fitting and theoretical model, compute forward interest rates given zero-coupon spot interest rates. | Lecture Financial modeling - Topic 11B: Accrued interest, clean and dirty prices, yield curve models, and forward rates