Modified duration provides an estimate of the percentage price change for a bond given a change in its yield-to-maturity. Modified duration provides a linear estimate of the percentage price change. In terms of absolute value, the change is the same for either an increase or decrease in the yield-to-maturity. The modified duration statistic for a fixed-rate bond is easily obtained if the Macaulay duration is already known. An alternative approach is to approximate modified duration directly. | P
29:42
FacebookProfessional Finance Studies (PFS)
Modified duration provides an estimate of the percentage price change for a bond given a change in its yield-to-maturity. Modified duration provides a linear estimate of the
Professional Finance Studies (PFS). . Modified duration provides an estimate of the percentage price change for a bond given a change in its yield-to-maturity. Modified duration provides a linear estimate of the percentage price change. In terms of absolute value, the change is the same for either an increase or decrease in the yield-to ...
3.8K viewsAug 12, 2018
Modified Duration Explained
Duration Definition and Its Use in Fixed Income Investing
1:35
Duration Definition and Its Use in Fixed Income Investing
investopedia.com
8 months ago
Macaulay Duration: Definition, How It Works, Formula, and Example
1:26
Macaulay Duration: Definition, How It Works, Formula, and Example
investopedia.com
9 months ago
Key Rate Duration Explained | CFA Level 1
1:01:01
Key Rate Duration Explained | CFA Level 1
analystprep.com
69 viewsMay 31, 2022
Top videos
Macaulay, Modified, and Effective Durations | CFA Level 1
1:00:01
Macaulay, Modified, and Effective Durations | CFA Level 1
analystprep.com
69 viewsMay 31, 2022
Duration and convexity explained: bond interest rate sensitivity (Excel)
20:11
Duration and convexity explained: bond interest rate sensitivity (Excel)
YouTubeNEDL
7.2K viewsJul 12, 2021
What is effective duration? Why is the modified duration measur... | Filo
What is effective duration? Why is the modified duration measur... | Filo
askfilo.com
5.1K views10 months ago
Modified Duration Vs Macaulay Duration
MDURATION Function
MDURATION Function
exceljet.net
Oct 27, 2022
The difference between the average maturity and Macaulay duration of a debt fund | Value Research
The difference between the average maturity and Macaulay duration of a debt fund | Value Research
valueresearchonline.com
20K viewsFeb 28, 2021
Bond Duration in Excel: Macaulay Duration & Interest Rate Risk (Dynamic Model) | SIM Method
29:59
Bond Duration in Excel: Macaulay Duration & Interest Rate Risk (Dynamic Model) | SIM Method
YouTubeLogos & Markets
157 views1 month ago
Macaulay, Modified, and Effective Durations | CFA Level 1
1:00:01
Macaulay, Modified, and Effective Durations | CFA Level 1
69 viewsMay 31, 2022
analystprep.com
Duration and convexity explained: bond interest rate sensitivity (Excel)
20:11
Duration and convexity explained: bond interest rate sensitivity (Excel)
7.2K viewsJul 12, 2021
YouTubeNEDL
What is effective duration? Why is the modified duration measur... | Filo
What is effective duration? Why is the modified duration measur... | F…
5.1K views10 months ago
askfilo.com
Macaulay Duration: Definition, How It Works, Formula, and Example
1:26
Macaulay Duration: Definition, How It Works, Formula, and Example
9 months ago
investopedia.com
How to Calculate Modified Bond Duration
3:07
How to Calculate Modified Bond Duration
12 views9 months ago
YouTubeZach's Math Zone
Modified Duration
11:54
Modified Duration
34.6K viewsMay 26, 2013
YouTubefinCampus Lecture Hall
Modified Duration and Convexity - Approximating Bond Price Sensitivity (CFA Level 1)
1:10
Modified Duration and Convexity - Approximating Bond Price Sensiti…
5 views3 months ago
YouTubeCFA Level 1 Crash Course
31:21
DURACIÓN MODIFICADA. Sensibilidad del precio de un bon…
13.8K viewsJun 11, 2021
YouTubeTus Clases de Finanzas
5:25
Modified Duration Explained
835 views8 months ago
YouTubeFinancial Edge Training
0:51
CFA Level 1: Understand Modified Duration FAST (60-Second Guide)
371 views4 months ago
YouTubeFinTrainers
1:23
Modified Duration Explained | How Interest Rates Impact Bond Prices
123 views3 months ago
YouTubeFranklin Templeton India
2:46
Macaulay Duration | Bond Duration Explained | Interest rate risk | FIN-Ed
22.1K viewsApr 13, 2019
YouTubeFIN-Ed
1:08:59
Effective Duration of Bonds with Embedded Options - CFA, FRM, a…
Sep 12, 2021
analystprep.com
MDURATION Function
Oct 27, 2022
exceljet.net
11:37
Macaulay and Modified Duration Made Easy | CFA and FRM Exampl…
788 views10 months ago
YouTubeKnowledge Lane
6:21
Modified Duration - Estimating a Price Change - CFP Tools
11.9K viewsJan 11, 2011
YouTubecfptools
11:08
How to calculate Bond Duration?
85K viewsDec 23, 2012
YouTubeN S Toor School of Banking
3:31
What is modified duration? | Dejargoned
1 viewsFeb 17, 2018
DailymotionMint
6:46
Modified Duration
141.9K viewsApr 17, 2015
YouTubeEdspira
6:49
Modified duration of zero-coupond bond (FRM practice question)
30.8K viewsJun 28, 2010
YouTubeBionic Turtle
11:33
What is Duration? | Macaulay Duration & Modified Duration calc…
1.9K viewsNov 4, 2024
YouTubeOAWA Online Academy
30:20
Complete illustration Duration , Modified Duration and Convexity
1.3K viewsMar 10, 2021
YouTubeBanks& Markets
7:33
Calculate the Modified Duration of a Bond
13.2K viewsJun 1, 2017
YouTubeJonathan Kalodimos, PhD
32:00
Investimentos: Duration modificada (modified duration)
2.8K viewsJan 28, 2021
YouTubeIncrédulo Financeiro - Ricardo Rochman
DURATION Function
Dec 15, 2017
exceljet.net
14:31
Deriving Duration and Convexity of a Bond
31.7K viewsMar 12, 2012
YouTubeFriendly Finance with Chandra S. Bhatnagar
1:01
What is a Modified Duration? - Term Buster - Franklin Templeton India
6.1K viewsAug 16, 2016
YouTubeFranklin Templeton India
0:48
Macaulay & Modified Duration| AFM| CA Final
1.7K views7 months ago
YouTube1FIN by IndigoLearn - CA Foundation, Inter & Fi…
7:38
FRM: Bond duration (introduction)
133.3K viewsFeb 18, 2008
YouTubeBionic Turtle
See more videos
Static thumbnail place holder