Bond Duration Convexity calculations for US Treasuries
4 mins read
Convexity & Duration calculator for US Treasury Bills, Notes and […]
Limits: Trading Limits – Duration, Convexity and PVBP Limits
2 mins read
Other Limits Duration Limits Duration measures the sensitivity of the […]
Finance Training Course – Course Outline – Introduction to Derivative Products
1 min read
An introductory course aimed at banking, corporate, treasury and sales teams that reviews intermediate and advance derivative products with afocus on marketing and sales applications. Participants work with product, sales, pricing and risk concepts applicable to derivative markets.
Bond Convexity and Sensitivity for Fixed Income securities
2 mins read
Bond Convexity calculation example A working example of bond convexity […]
Duration Convexity Calculation Example: Working with Effective Duration
1 min read
A working example of effective duration calculation. Earlier we had reviewed […]
Macaulay Duration Excel calculation example
2 mins read
Macaulay Duration Excel Calculation Example A working example of Macaulay & […]