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MRMM-4-the-evolution-of-short-rates-and-the-shape-of-the-term-structure.html
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<title>Market Risk Measurement and Management | Chapter 4 | The Evolution of Short Rates and the Shape of the Term Structure</title>
<meta name="description" content="Financial Risk Manager Part 2 Study Materials">
<meta name="author" content="MacLane Wilkison">
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<h1>Chapter 4</h1>
<h3>The Evolution of Short Rates and the Shape of the Term Structure</h3>
<p>
<small>Created for <a href="http://alchemistsacademy.com">Alchemists Academy</a> by <a href="http://alchemistsacademy.com/about">MacLane Wilkison</a></small>
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<h2>Introduction</h2>
<ul>
<li>Aribtrage-free models take the initial term structure as given</li>
<li>Equilibrium models start make assumptions about the interest rate process and required risk premium and then derive the risk-neutral process</li>
</ul>
</section>
<section>
<h2>Factors Impacting Term Structure</h2>
<ul>
<li>Expectations/forecasted rates</li>
<li>Volatility and convexity</li>
<li>Risk premium</li>
</ul>
</section>
<section>
<h1>THE END</h1>
<h3><a href="http://alchemistsacademy.com">AlchemistsAcademy.com</a></h3>
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