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Fixed Income: Simple bond illustrating all three durations (effective, mod, Mac) (FRM T4-36)
Bond Duration Explained Simply In 5 Minutes
Fixed Income: Modified and Macaulay Duration (FRM T4-35)
Durations - Effective, Macaulay, Modified, Dollar (FRM Part 1, Book 4, Valuation and Risk Models)
Bond Duration and Bond Convexity Explained
Calculating Macauley, Modified, and Effective Bond Durations in Excel
Fixed Income: Impact of Yield and Coupon on Duration and DV01 (FRM T4-39)
c explain why effective duration is the most appropriate measure of interest rate risk for bonds...
Fixed Income: Effective duration (FRM T4-34)
Fixed Income: Duration and Convexity Summary (FRM T4-42)
Fixed income: Effective Convexity (FRM T4-37)
Fixed Income: Duration plus convexity to approximate bond price change (FRM T4-38)
