Computerized Investing

by Wayne A. Thorp, CFA The last two installments of Spreadsheet Corner provided templates on how to calculate bond prices, returns and price sensitivity

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Bonds Duration interest coupons bond value

Advertisement Expert: Doug Ingram — 4/7/2000 Question How would you describe the duration and the convexity of a T-bond? In what way(s) are these

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BondEdge fixed income portfolio and credit risk analytics

The following article is reprinted from the Quarter 3, 2004 issue of On the Edge. the Interactive Data Fixed Income Analytics quarterly newsletter. Effective

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Bonds Duration Bond Duration Duration Bond

Bonds Duration What is Duration , how is it used,and whats its significance in finance ? We Answered: In any analysis of fixed income

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Bonds advanced topics

Contents Pricing a bond Bond prices are influenced by the credit quality of the issuer as well as marketplace changes in required yield. There

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BondEdge fixed income portfolio and credit risk analytics_1

The following article is reprinted from the Quarter 3, 2007 issue of On the Edge. the Interactive Data Fixed Income Analytics quarterly newsletter. Back-to-Basics:

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Bond Duration

What does a bond duration measure? Duration is the weighted average term to maturity of a bonds cash flows and therefore, is a valuable

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Bond Duration Calculation Bond Duration Calculation Example

Bond Duration Calculation Jo Said: In financial terms, how do you define and calculate Duration ? We Answered: Duration: change of 100 basis points.

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Bond Duration and Convexity Simplified – Part 2 of 2 Finance Train

As we learnt in part 1. the duration, as measured by the slope of the curve, changes as yields change. The slope of the

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Bond Convexity What it is and How it Works

Bond convexity is a measure of how the duration of a bond changes when interest rates change.  The concept of duration and convexity are

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