Unlock the secrets of Z-Spread and G-Spread with Ryan O’Connell, CFA, FRM, in this comprehensive fixed income analysis tutorial. Learn how to calculate the Present Value of a risk-free bond and master the intricacies of Z-Spread computation using Excel. Watch as Ryan graphically demonstrates a parallel shift in the yield curve, providing invaluable insights into bond valuation techniques. Finally, dive into the step-by-step process of calculating the G-Spread, equipping you with powerful tools for assessing bond performance and making informed investment decisions in the fixed income market.
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Chapters:
0:00 – Definition of Z-Spread & G-Spread
0:35 – Calculate the PV of a Risk Free Bond
2:36 – Calculate the Z-Spread
5:16 – Graph Parallel Shift of Yield Curve
7:06 – Calculate the G-Spread
*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.
