Bond Analysis

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

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)