Bond Duration and Bond Convexity Explained
9:18
YouTubeRyan O'Connell, CFA, FRM
Bond Duration and Bond Convexity Explained
Ryan O'Connell, CFA, FRM explains bond duration and bond convexity. 🎓 *Get 25% Off CFA Courses (Featuring My Videos!) — Use code RYAN25 here:* 👉 https://ryano.finance/cfa 💾 Download Free Excel File: Grab the file from this video here: https://ryanoconnellfinance.com/product/bond-duration-and-convexity-explainer-toolkit/ Chapters: 0: ...
159.5K viewsMar 6, 2022
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duration and modified duration?9. A six-year bond with a continuously compounded yield of 4% provides a 5% coupon at theend of each year. Use duration and convexity to estimate the effect of a 1% increase in theyield on the price of the bond. How accurate is the estimate?
duration and modified duration?9. A six-year bond with a continuously compounded yield of 4% provides a 5% coupon at theend of each year. Use duration and convexity to estimate the effect of a 1% increase in theyield on the price of the bond. How accurate is the estimate?
numerade.com
May 1, 2023
A 30-year maturity bond making annual coupon payments with a coupon rate of 12 % has duration of 11.54 years and convexity of 192.4 . The bond currently sells at a yield to maturity of 8 %. (LO 11-3) a. Use a financial calculator or spreadsheet to find the price of the bond if its yield to maturity falls to 7 %. b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d. What is the percent error for each rule? What do you concl
A 30-year maturity bond making annual coupon payments with a coupon rate of 12 % has duration of 11.54 years and convexity of 192.4 . The bond currently sells at a yield to maturity of 8 %. (LO 11-3) a. Use a financial calculator or spreadsheet to find the price of the bond if its yield to maturity falls to 7 %. b. What price would be predicted by the duration rule? c. What price would be predicted by the duration-with-convexity rule? d. What is the percent error for each rule? What do you concl
numerade.com
Oct 30, 2023