Bond Convexity and Sensitivity for Fixed Income securities
2 mins read Bond Convexity calculation example A working example of bond convexity and sensitivity calculation. Earlier we had reviewed the calculation process
2 mins read Bond Convexity calculation example A working example of bond convexity and sensitivity calculation. Earlier we had reviewed the calculation process
< 1 min read A working example of effective durationĀ calculation. Earlier we had reviewed the calculation process for Macaulay and Modified Duration. In this
2 mins read This post presents a working example of Macaulay & Modified duration calculations. Earlier we had considered the importance of the Duration
4 mins read A normal shaped price-yield curve, such as the one given below, suggests that a bond’s price may not increase by
2 mins read In this post, we will consider how the Black-Derman-Toy (BDT) short rate binomial tree will be used to price options
2 mins read In this post, we will consider how the Black-Derman-Toy (BDT) short rate binomial tree will be used to price bonds.