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)
Price-Yield Relationship
This short video demonstrates the relationship between the bond price and yield. If the price goes up, the yield comes down, and vice verse. The video analysis why it happens?
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- Machine Learning in Finance using Python
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