Calculate Bond Convexity and Duration in Excel | Interest Rate Risk Published 2023-09-18 Download video MP4 360p Download video MP4 720p Recommendations 04:38 Key Rate Duration & Key Rate Shifts Explained 09:18 Bond Duration and Bond Convexity Explained 09:08 Calculating Macauley, Modified, and Effective Bond Durations in Excel 15:26 Portfolio Optimization in Excel: Step by Step Tutorial 10:13 Monte Carlo Method: Value at Risk (VaR) In Excel 00:14 When will interest rates come down? 06:25 Interest Rate Swaps Explained | Example Calculation 05:07 Bond Duration Explained Simply In 5 Minutes 10:03 Bond convexity 10:12 SOFR Futures Explained: 3-Month & 1-Month Pricing in Excel 08:58 Riding the Yield Curve and Rolling Down the Yield Curve Explained 08:46 Calculating the Optimal Portfolio in Excel | Portfolio Optimization 14:43 Efficient Frontier Explained in Excel: Plotting a 3-Security Portfolio 09:23 Black Scholes Option Pricing Model Explained In Excel 06:46 Modified Duration 06:18 How to Calculate Spot Rates and Forward Rates in Bonds 08:47 Graph The Efficient Frontier And Capital Allocation Line In Excel 16:34 What is Yield to Maturity? | How to Calculate YTM? | CA Rachana Ranade 09:05 Calculate Bond Price and Yield to Maturity (YTM) | Annual and Semi Annual Bonds 12:25 How to Calculate Yield To Maturity of a Bond -What is YTM and How to Use the Approximation Formula Similar videos 08:43 Duration and Convexity 10:34 Convexity and Interest Rate Risk 20:11 Duration and convexity explained: bond interest rate sensitivity (Excel) 27:42 Duration and Interest Rate Risk (Excel) 02:24 Bond Duration in Excel 01:14 How "Convexity" Impacts Bond Yields 04:37 Bond Duration vs Convexity with Excel 04:43 Bond convexity of a semi annual coupon bond with Excel 29:45 Yield-Based Bond Convexity and Portfolio Properties (2024 CFA® Level I Exam – Fixed Income – LM 12) 19:17 Fixed Income: Duration plus convexity to approximate bond price change (FRM T4-38) 05:06 Bond Valuation Price Function in Excel 45:33 Applying Duration, Convexity, and DV01 (FRM Part 1 2023 – Book 4 – Chapter 12) 12:09 Fixed Income: Duration and Convexity Summary (FRM T4-42) 12:48 Computing Duration Excel More results