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Securities & Markets

Bond Analysis

10 chapters

This series introduces the key concepts of bond analysis, including Macaulay duration, Modified duration, and convexity.

Chapters

  1. 1What is Macaulay Duration?Read free
  2. 2Duration of a Bond - VideoRead free
  3. 3Calculating the Macaulay Duration Using ExcelRead free
  4. 4Properties of DurationRead free
  5. 5Modified Duration of a BondRead free
  6. 6Calculating Price and Yield of a Bond Using Zero CurveRead free
  7. 7Price-Yield RelationshipRead free
  8. 8Current Yield of a BondRead free
  9. 9Basis Point Value (BPV / DV01)Read free
  10. 10Quick Approximation of Price Value of a Basis Point (PVBP)Read free