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Financial Mathematics Old FM Forum

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Old 12-11-2017, 01:58 PM
Taemisung1 Taemisung1 is offline
Join Date: Jan 2017
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Default Determinants of Interest Rates

I've been reviewing this section on adapt, but there's one subsection I was curious if anyone has good notes or formulas on. On the formula sheet, it says interest rates can be decomposed into 5 components Real risk-free rate, Maturity risk premium, default risk premium, inflation premium and liquidity premium. Does any have an example and formula I can follow? Ideally, if you could give a basic subtract this one, add this one type generic formula that'd be awesome.
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