Barings Bank - Case Study and VideoThis case study consists of the “Report of the Board of Banking Supervision Inquiry into the Circums...
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.
You may find these interesting
Bond Duration and Convexity Simplified – Part 1 of...While analyzing bonds, it is important to apply the concepts of duration and convexity. Duration has...
Bond Duration and Convexity Simplified – Part 2 of...As we learnt in [part 1](https://financetrain.com/bond-duration-and-convexity-simplified-part-1-of-2...
Features of T-bond Futures and T-note FuturesTreasury bond futures and Treasury note futures traded on the CBOT have the following standard featu...
What is Macaulay Duration?The duration of a fixed income instrument is a weighted average of the times that payments (cash flo...
Duration of a Bond - VideoThis video provides an introduction to the bond concept and the steps involved in calculating it.
<...
Calculating the Macaulay Duration Using ExcelThis video takes a simple example and demonstrates how the duration of the bond is calculated using ...
Properties of DurationNow that we understand [what duration is](https://financetrain.com/what-is-macaulay-duration), and [...
Modified Duration of a BondModified duration indicates the percentage change in the price of a bond for a given change in yield...
Basics of Bond FundsBond mutual funds are such funds which specialize in investing in bonds and other debt securities. T...
Finance Train Premium
Accelerate your finance career with cutting-edge data skills.
Join Finance Train Premium for unlimited access to a growing library of ebooks, projects and code examples covering financial modeling, data analysis, data science, machine learning, algorithmic trading strategies, and more applied to real-world finance scenarios.
I WANT TO JOINJOIN 30,000 DATA PROFESSIONALS
Free Guides - Getting Started with R and Python
Enter your name and email address below and we will email you the guides for R programming and Python.