CFA level 1: Quantitative Method - Rates and Returns LM-1C [Non annual and Continuous compounding]

CFA Level 1 - Volume 1: Quantitative Methods

Learning Module 1: Rates and Return - Lecture 3
📌Non annual compounding
📌Conversion of stated rate of one frequency to stated rate of another frequency
📌Conversion of absolute return to annualized return
📌Logarithm and exponential function
📌Continuous compounding

Google drive link for excel sheet having details and YouTube links
👇
https://docs.google.com/spreadsheets/d/1daJ0d4NQe4mq2jxuTEjCJKiVGKfKIT4K/edit?usp=drivesdk&ouid=111605353316499049837&rtpof=true&sd=true

💡 🎯 Links for Fixed income CFA Level 1 videos are as follows:
👉 Bond Instrument features
- Issuer, Coupon rate, Contingency provision, Yield, Covenants https://youtu.be/eVh1uMKNC-4
👉 Bond Cashflow & types
- Bullet, Zero-coupon, Amortizing, TIPS, Floating rate bond https://youtu.be/8f6S1nl5Ywo
- Callable bonds, Puttable bonds, Convertible bonds, Warrants, CoCos or Contingent convertible bonds https://youtu.be/lnKax-F-rE0
- Euro bond & Global bond, Original issue discount (OID) https://youtu.be/7vzAdgPV6kU
👉 Bond valuation
- Prices and Yield to maturity (YTM) https://youtu.be/AQe2o-us4dI
- Full price, Flat price, Dirty price & Clean price https://youtu.be/3oicU7zmhAg
- Bond price relationships, Pull to par effect, Convexity https://youtu.be/jyNJkqnJXbk
- Matrix pricing https://youtu.be/i-mUbkuzqGk
👉 Yield and Yield spread measures for fixed rate bonds
- Periodicity and effective annual rate https://youtu.be/Cdw9mBsEXkU
- Street, True, Current, Simple yield, Bond Equivalent Yield https://youtu.be/LeEhpPAfQcw
- Option adjusted yield for callable bond https://youtu.be/1ZxMMlfn8e4
- G-Spread and I-Spread https://youtu.be/BR4qVbfwA7c
- Z-Spread and OAS Option adjusted spread https://youtu.be/Ryv37_sA5QY
👉 Yield and Yield spread measures for floating rate instruments
- Valuation & Yield of Floating rate bonds https://youtu.be/LpL6NotsFx4
- Discount rate (DR) and Add-on-Rate (AOR) https://youtu.be/sjMQnkH5xjA
👉 The term structure of interest rates
- Term structure and spot rates https://youtu.be/Fv0DO5IpztM
- Par rate from spot rates https://youtu.be/OBcLX4uNG2k
- Forward rates and Spot rates https://youtu.be/2ij2mxwFYaQ
- Relationship b/w Spot, Forward & Par rate curves https://youtu.be/cIgeqQwYrbA
👉 Interest rate risk and return
- Interest rate risk, Reinvestment and Price risk https://youtu.be/9lzwHXxfHfc
- Macaulay Duration, Duration gap, Dominant risk https://youtu.be/Vwfrw1yMwOI
- Macaulay duration on coupon and non-coupon date https://youtu.be/DGETz3tSSt8
- Macaulay duration for Zero, perpetual & FRN bond https://youtu.be/TMZAhQBssEA
👉 Yield based bond duration measures and properties
- Macaulay & Modified duration https://youtu.be/oMLOdRQJo9s
- Money Duration & Price value of basis point https://youtu.be/oC4OqvfvsPk
- Properties of Duration https://youtu.be/MdKGq6IluA8
👉 Yield based bond convexity and portfolio properties
- Bond Convexity [Table and approximate formula] https://youtu.be/N-PHAO4rjgE
- Bond risk metrics for semi annual coupon paying bond https://youtu.be/Jc4unWTIs6I
- Money convexity, portfolio duration and convexity https://youtu.be/0SGz7hbHMfE
👉 Curve based and empirical fixed income risk measures
- Effective duration & Effective convexity for callable & puttable bonds https://youtu.be/XVJJA2646nE
- Key rate duration and Empirical duration https://youtu.be/5LivCtLwUO4

💡 🎯 Links for Corporate issuer CFA Level 1 videos are as follows:
👉 Capital Structure
- WACC and Factors affecting capital structure https://youtu.be/jlqseUbmuoQ
- MM approach without taxes https://youtu.be/z1tEUPrfub4
- MM approach with taxes https://youtu.be/H_H9xGvSE_k
MM Theory, Trade off & Pecking order theory, Target capital structure https://youtu.be/aENQgAnrTYM
👉 Capital Investments and Capital allocation
- Types of capital investments https://youtu.be/aBUgSKpKJTw
- NPV and IRR https://youtu.be/UimqdMR6QQo
- NPV Profile, Relationship between NPV & IRR https://youtu.be/fTWxNf9jp24
- Capital allocation principles and pitfalls https://youtu.be/Rq-867cpm6Q
- Real options https://youtu.be/iaBAnfgMMB4
👉 Working capital and liquidity management
- Cash conversion cycle https://youtu.be/Yw9MWYKgbHg
- Sources of liquidity, Drags and pulls on liquidity https://youtu.be/oi14Qm-rL7M
- Working capital policies https://youtu.be/KnnvQ7oc58k

💡 🎯 Links for Quantitative methods CFA Level 1 videos are as follows:
👉 Rates and Returns
- Interest rate and TVM, HPR, AM, GM, HM https://youtu.be/haXD9OQD9uA
- MWRR and TWRR https://youtu.be/ZsmoNHV0EHM
- Non annual and Continuous compounding https://youtu.be/EKGLmm1WNBc
- Other measures of return https://youtu.be/vT3GNwoq-aw

For full course classes connect on:
📍 Jitendra Rathi Classes
📞 9829254445
📧 jitendrarathiclasses@gmail.com
👨‍🏫 Jitendra Rathi [CFA, FCA, CS, B. Com. (Hons.)]

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Видео CFA level 1: Quantitative Method - Rates and Returns LM-1C [Non annual and Continuous compounding] канала Jitendra Rathi Classes (Classes for CFA)