Duration and convexity
Bond Valuation and Analysis in R
Clifford Ang
Senior Vice President, Compass Lexecon
Duration and convexity
You learned about duration and convexity
Bond price volatility as a result of:
Yield
Coupon rate
Time to maturity
Calculating duration's effect on bond price
Calculating convexity's effect on bond price
Let's practice!
Bond Valuation and Analysis in R
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