Fixed Income: Simple bond illustrating all three durations (effective, mod, Mac) (FRM T4-36)

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Bionic Turtle

Bionic Turtle

Күн бұрын

Пікірлер: 9
@SD-mc1zr
@SD-mc1zr 7 ай бұрын
Gr8 Summary .. difficult concept but now getting it
@neesh.9042
@neesh.9042 4 жыл бұрын
Excellent lecture.
@saikumar-wl6gm
@saikumar-wl6gm Жыл бұрын
Awesome. Thank you
@Kiyansh_Shaha
@Kiyansh_Shaha 2 жыл бұрын
It is fairly simple for 1 bond but what if I have more than 1 bond in my portfolio? How to calculate all these calc for entire bond portfolio.
@lingnan2001
@lingnan2001 2 жыл бұрын
I guess you can use Effective duration, to shift the whole curve up and down, and calculate the PV change.
@ryanmariner
@ryanmariner Жыл бұрын
I realize this is an old comment but why not compute each individually and then do a weighted average weighted by market value?
@Anonymous-we4eu
@Anonymous-we4eu 3 жыл бұрын
Hi, Thanks for such an amazing content! Can you pls elaborate a little more on the significance of Macaulay duration and its application. I'm having difficulty understanding it in an intuitive way. Regards.
@dinary0v3
@dinary0v3 2 жыл бұрын
If you are managing your own bond portfolio or that of a client and you have a bunch of different bonds in it with all kinds of different coupons etc.... you may want to know your bond's duration because that in itself will tell you how the value of your bonds will change as interest rates change. If the feds decide to change interest rates (for an array of reasons) you better know how your investments are going to react to it!!!
@Anonymous-we4eu
@Anonymous-we4eu 2 жыл бұрын
@@dinary0v3 thank you so much for your response and for such a great explanation!! Please continue uploading such videos whenever you get time, your way of explaining things is awesome!!💯🙌
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