Duration and convexity explained: bond interest rate sensitivity (Excel)

[@NEDLeducation]

You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

[@pedrocolangelo5844]

Thank you so much! NEDL is by far one of the best KZbin channels on economics and finance.

[@surendrabarsode8959]

A classic video on a 'classic' topic!!! Thanks Savva!

[@maximilianwanabakti1343]

Hello, how to define discount rate? Is enough with using free risk rate? Or free risk rate + corporate bond credit spread?

[@pkrishnamurthy5250]

great

[@wajihchtiba34]

Great Video ! Thank you ! Can you do a Video for convertible bonds, please?

[@NEDLeducation]

Hi Wajih, and glad you liked the video! I might do a video on convertible bonds in the future, long story short, you can value them as a combination of a bond and an option. I have already got a plenty of videos on option valuation in the Derivatives playlist. Hope it helps!

[@wajihchtiba34]

@@NEDLeducation thank you ! your videos are great and helped me to break into investment management . Have a nice day/ evening. Greetings from Germany