CFA Level 1 | Fixed Income: 4 Ways to Calculate Macaulay Duration of a Bond

  Рет қаралды 18,972

Fabian Moa, CFA, FRM, CTP, FMVA

Fabian Moa, CFA, FRM, CTP, FMVA

Күн бұрын

Пікірлер: 26
@jesseosborne9674
@jesseosborne9674 3 ай бұрын
This has saved me many hours of study time! I'm so glad there is a way to calculate using the bond worksheet!
@Ashleycashmoney
@Ashleycashmoney 7 ай бұрын
Method 3 is goated. Thanks for the easy explanation.
@Ashleycashmoney
@Ashleycashmoney 7 ай бұрын
Thanks for also showing me STO and 246 keys to easily remember moddur formula.
@shubhammundra9475
@shubhammundra9475 3 жыл бұрын
Thanx Fabian do fabulous job....I am waiting for many more to watching
@noelminano3733
@noelminano3733 3 жыл бұрын
Thanks for this upload, good timing on uploads. Useful after just gotten off work and have a mini review on such topics
@tedgrove9412
@tedgrove9412 2 жыл бұрын
Duration can be quite challenging for us candidates at times. Thank you for breaking everything down bro!
@moran8448
@moran8448 3 ай бұрын
thank you so much for method 3
@adityarajchauhan7949
@adityarajchauhan7949 3 жыл бұрын
Thanks for constant uploads
@noelminano3733
@noelminano3733 3 жыл бұрын
Do you have videos regarding Fixed Income Attribution? and practices on residual effects being overriden or allocated to other effects
@aslivinschi
@aslivinschi Жыл бұрын
Fabian, what about calculating the duration between period, more realistic rather than selecting periods as 1,2,3,4,5 and etc?
@smithmendonsa922
@smithmendonsa922 3 жыл бұрын
Thanks for this Quick hack 👍
@lazarus_8589
@lazarus_8589 5 ай бұрын
Thank you
@michaelboguski.4210
@michaelboguski.4210 11 күн бұрын
how do we use the calculator when t/T is not 0?
@debmaren3814
@debmaren3814 Жыл бұрын
Thank you!!!
@FabianMoa
@FabianMoa Жыл бұрын
You're welcome!
@maximilliangarcia3201
@maximilliangarcia3201 8 ай бұрын
To annualize the MacDur in Method 3, do you have to divide it by 2 since it is a semi-annual payment or is that technically already baked in?
@FabianMoa
@FabianMoa 8 ай бұрын
It's already in annualized terms
@baxoutthebox5682
@baxoutthebox5682 Жыл бұрын
Why do you say this is not possible on the plus? I am able to calculate it using bond function. Only difference is using 5 (annual pmt) in the bond function. Is this a problem under different scenarios?
@TheRealOnlineAcc
@TheRealOnlineAcc Жыл бұрын
he said it is possible on the professional version of the BA 2 Plus
@wallstreetzoomer
@wallstreetzoomer 8 ай бұрын
method 3 if bond is 12 days into the first coupon in a 30/360?
@Ashleycashmoney
@Ashleycashmoney 7 ай бұрын
Say its semi annual, 12/180 = 0.067 which is how much time has passed. 1-0.067= 0.933, which is the time remaining of the period. Say there's 5 years left and you're 12 days into the first period, then N= 4.933.
@JerryLiu-m3o
@JerryLiu-m3o 7 ай бұрын
@@Ashleycashmoney Thank you so so much!
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