Videos 1 - 5 for Bond convexity

03:21 -2 years ago
Source: cfa.minute-class.com
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07:38 -1 year ago
Using a simple zero-coupon bond, I illustrate bond duration. We have a few variations, including weighted average time to cash flow, but the best way to view duration is as a ...
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05:12 -1 year ago
A key difference between a futures contract and a forward contract is daily settlement: the instrument is daily marked-to-market. If the value of the futures increases, this ...
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07:30 -9 months ago
Here I use Mathetmatica to illustrate how the first derivative of the price of a zero-coupon bond (with respect to yield) is the dollar duration of the bond. Notice that the ...
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00:31 -4 months ago
demonstrations.wolfram.com The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily. This Demonstration should ...
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