Duration of a Bond - Video
This video provides an introduction to the bond concept and the steps involved in calculating it.
This video provides an introduction to the bond concept and the steps involved in calculating it.
Bond Analysis
10 lessons
01
What is Macaulay Duration?
02
Duration of a Bond - Video
03
Calculating the Macaulay Duration Using Excel
04
Properties of Duration
05
Modified Duration of a Bond
06
Calculating Price and Yield of a Bond Using Zero Curve
07
Price-Yield Relationship
08
Current Yield of a Bond
09
Basis Point Value (BPV / DV01)
10
Quick Approximation of Price Value of a Basis Point (PVBP)