Calculating Convexity, Lecture 025, Securities Investment 101, Video 00028
10.5 هزار بار بازدید -
11 سال پیش
-
In this lecture we calculate
In this lecture we calculate the convexity for an annual-paying bond.
We do it first by building up an Excel grid, showing how each element of convexity is calculated.
Because Excel (rather strangely) does not have its own built-in CONVEXITY function (similar to DURATION or MDURATION), we also cover how to build your own personal convexity function within Excel's VBA development environment.
The code for that demonstration function, for you to copy and paste, can be found at the following link:
http://mithrilmoney.com/?p=414
Previous lecture: Explaining Convexity, Lecture 024, Se...
Next lecture: Implementing Convexity, Lecture 026, ...
For financial education from London to Singapore and beyond, please contact MithrilMoney via the following website:
http://mithrilmoney.com/
This MithrilMoney lecture was delivered by Andy Duncan, CQF.
Please read our disclaimer:
http://mithrilmoney.com/disclaimer/
We do it first by building up an Excel grid, showing how each element of convexity is calculated.
Because Excel (rather strangely) does not have its own built-in CONVEXITY function (similar to DURATION or MDURATION), we also cover how to build your own personal convexity function within Excel's VBA development environment.
The code for that demonstration function, for you to copy and paste, can be found at the following link:
http://mithrilmoney.com/?p=414
Previous lecture: Explaining Convexity, Lecture 024, Se...
Next lecture: Implementing Convexity, Lecture 026, ...
For financial education from London to Singapore and beyond, please contact MithrilMoney via the following website:
http://mithrilmoney.com/
This MithrilMoney lecture was delivered by Andy Duncan, CQF.
Please read our disclaimer:
http://mithrilmoney.com/disclaimer/
11 سال پیش
در تاریخ 1392/09/20 منتشر شده
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