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).
Duration : 0:7:38
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Winston – Financial …
Winston – Financial Models Using Simulation & Optimization (I & II)
David, how can I …
David, how can I calculate the data in the duration plot highlighted in green. Thanks
Hi David, in your …
Hi David, in your opinion what are some of the options in pricing an illquid bond? Say i had to mark mtm. Can we take the spread on the cds? It was suggested that we look at a treasury bond and then take a spread…but how would we know what spread to take? Thx
Very nice …
Very nice informative video. Where i could get/learn more about how to build financial models in excel. The formulas, graphs, ect… thx