Summarizing the main lessons

Bond Valuation and Analysis in R

Clifford Ang

Senior Vice President, Compass Lexecon

Bond valuation

  • You learned to value a bond
    • You learned how to create a bond valuation function
  • Bonds are heterogeneous
    • Going forward, learn how different bond features affect value
Bond Valuation and Analysis in R

Yield to maturity

  • You learned about yields
    • Compensation for bearing risk
    • Use yield of comparable bond in valuation
    • Calculating the yield of the bond
    • Components of yield
      • Risk-free rate
      • Spread
Bond Valuation and Analysis in R

Let's practice!

Bond Valuation and Analysis in R

Preparing Video For Download...