Duration of a Bond: The Calculation

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Uploaded by on Dec 28, 2009

A brief demonstration on calculating the duration of a bond

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Education

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Uploader Comments (csbhatnagar)

  • Thanks for the video. Really helpful. Hope you'll cover Convexity as well.

  • hi,

    Thanks for your encouraging feedback. As requested, I will surely do a video on Convexity in due course of time.

    Chandra Shekhar Bhatnagar

  • Hello,

    I have done two videos on convexity for you. If any further clarification is needed, let me know

  • You are welcome!!!

see all

All Comments (17)

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  • Thank you! great video

  • @TheGregros column 4 is just the PV interest factor...most likely I assume you use a calculator to find PV, so you may not be familiar with this. All you need to do is discount column 3 at 4% for the amount of years in column 1. So on your calculator for period one you would put N=1, I/Y=4, FV=30, then CMP-->PV and that will give you the last column that you sum up.

  • excellent explanation wish I had a teacher this good

  • THANK YOUUUUUUU!!!!!

    You saved me HOURS of time trying to get the explanation of "Duration of a bond" in the Mishkin & Eakins book.

  • Awesome !!

    Thank you very much.

  • very helpful , thank you

  • @kgzgrl me neither :(

    please help, i got an exam in 40minutes

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