Yield Curve Arbitrage - Financial Theory - John Geanakoplos - Lecture 9 of 26 - Video-lecture

Video-lecture, Financial Theory

Description: Where can you find the market rates of interest (or equivalently the zero coupon bond prices) for every maturity? This lecture shows how to infer them from the prices of Treasury bonds of every maturity, first using the method of replication, and again using the principle of duality. Treasury bond prices, or at least Treasury bond yields, are published every day in major newspapers.
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