Lessons
- What is Macaulay Duration?
- Duration of a Bond - Video
- Calculating the Macaulay Duration Using Excel
- Properties of Duration
- Modified Duration of a Bond
- Calculating Price and Yield of a Bond Using Zero Curve
- Price-Yield Relationship
- Current Yield of a Bond
- Basis Point Value (BPV / DV01)
- Quick Approximation of Price Value of a Basis Point (PVBP)
Duration of a Bond - Video
This video provides an introduction to the bond concept and the steps involved in calculating it.
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- Python for Data Science
- Machine Learning in Finance using Python
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