https://gdpark.blog/tags/forward-rate-model/Recent content in Forward Rate Model on gdpark.blogHugoenSun, 10 Nov 2024 00:00:00 +0000https://gdpark.blog/posts/cfa-l2-02-forward-pricing/Sun, 10 Nov 2024 00:00:00 +0000https://gdpark.blog/posts/cfa-l2-02-forward-pricing/A casual walkthrough of forward pricing for zero coupon bonds — showing how today’s spot rates imply a locked-in future price, and why realized rates rarely match what we expected.