Actuarial Outpost
 
Go Back   Actuarial Outpost > Exams - Please Limit Discussion to Exam-Related Topics > SoA/CAS Preliminary Exams > Exam 2/FM - Financial Mathematics
FlashChat Actuarial Discussion Preliminary Exams CAS/SOA Exams Cyberchat Around the World Suggestions

Browse Open Actuarial Jobs

Life  Health  Casualty  Pension  Entry Level  All Jobs  Salaries


Reply
 
Thread Tools Search this Thread Display Modes
  #1  
Old 12-11-2017, 12:58 PM
Taemisung1 Taemisung1 is offline
SOA
 
Join Date: Jan 2017
Studying for FM
Favorite beer: Natty Litey
Posts: 11
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.
__________________
I got a job with no exams.. and you can too!
Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off


All times are GMT -4. The time now is 05:42 AM.


Powered by vBulletin®
Copyright ©2000 - 2018, Jelsoft Enterprises Ltd.
*PLEASE NOTE: Posts are not checked for accuracy, and do not
represent the views of the Actuarial Outpost or its sponsors.
Page generated in 0.11553 seconds with 9 queries