FRM: Bond duration (introduction)
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Using a simple zero-coupon bond,
Using a simple zero-coupon bond, I illustrate bond duration. We have a few variations, including weighted average time to cash flow, but the best way to view duration is as a SENSITIVITY: the % change in bond price given a % change in yield (YTM). For more financial risk videos, visit our website! http://www.bionicturtle.com
17 سال پیش
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