treasury-strips

  1. Nicole Seaman

    P1.T4.900. Discount function and the Law of One Price (Tuckman, Ch.1)

    Learning objectives: Define discount factor and use a discount function to compute present and future values. Define the “law of one price,” explain it using an arbitrage argument, and describe how it can be applied to bond pricing. Identify the components of a US Treasury coupon bond, and...
    • Nicole Seaman
    • Thread
    • arbitrage-argument c-strips discount-factor discount-function future-value law-of-one-price p-strips present-value treasury-strips us-treasury-bond
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. David Harper CFA FRM

    L1.T4.11. Treasury STRIPS

    AIMs: Discuss the components of a U.S. Treasury coupon bond, and compare and contrast the structure to Treasury STRIPS, including the difference between P-STRIPS and C-STRIPS. Compute the price of a fixed income security with certain cash-flows and compare its value to fixed-income securities...
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