Fixed Income: Duration and Convexity Summary (FRM T4-42)

In this playlist, I've already recorded at least ten videos on duration and convexity which are the two most common measures of single-factor interest rate risk. So, in this video, we wrap it up in one simple explanation that tries to illustrate both duration and convexity and how we apply them with the simplest possible example.

💡 Discuss this video here in our forum: https://trtl.bz/2GERoeb.

📗 You can find Tuckman's Fixed Income Securities book here: https://amzn.to/2SOMGzv

👉 Subscribe here https://www.youtube.com/c/bionicturtle?sub-confirmation=1
to be notified of future tutorials on expert finance and data science, including the Financial Risk Manager (FRM), the Chartered Financial Analyst (CFA), and R Programming!

❓ If you have questions or want to discuss this video further, please visit our support forum (which has over 50,000 members) located at http://bionicturtle.com/forum

🐢 You can also register as a member of our site (for free!) at https://www.bionicturtle.com/register/

📧 Our email contact is support@bionicturtle.com (I can also be personally reached at davidh@bionicturtle.com)

For other videos in our Financial Risk Manager (FRM) series, visit these playlists:

Texas Instruments BA II+ Calculator
https://www.youtube.com/playlist?list=PLCBifSfCnx3sjobyTnEyv2N4baxF8-wiS

Risk Foundations (FRM Topic 1)
https://www.youtube.com/playlist?list=PLCBifSfCnx3sm2OmHA1BO41Zcc4ntUwMG

Quantitative Analysis (FRM Topic 2)
https://www.youtube.com/playlist?list=PLCBifSfCnx3sormazeHQr5G9etDITYStF

Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)
https://www.youtube.com/playlist?list=PLCBifSfCnx3tQuvaS-lG-8ZqUh7NvxRDg

Financial Markets and Products: Option Trading Strategies (FRM Topic 3, Hull Ch 10-12)
https://www.youtube.com/playlist?list=PLCBifSfCnx3s7iycLx2eZQeIUPo_4a8n8

FM&P: Intro to Derivatives: Exotic options (FRM Topic 3)
https://www.youtube.com/playlist?list=PLCBifSfCnx3sfoUGYayuqJRhHA5jCFkGr

Valuation and Risk Models (FRM Topic 4)
https://www.youtube.com/playlist?list=PLCBifSfCnx3sqbQnW4HkZ3HoScTG0Lluz

Coming Soon ....
Market Risk (FRM Topic 5)
Credit Risk (FRM Topic 6)
Operational Risk (FRM Topic 7)
Investment Risk (FRM Topic 8)
Current Issues (FRM Topic 9)

For videos in our Chartered Financial Analyst (CFA) series, visit these playlists:

Chartered Financial Analyst (CFA) Level 1 Volume 1
https://www.youtube.com/playlist?list=PLCBifSfCnx3uvB-bf5flMe0gRt0fGyvuz

#bionicturtle #risk #financialriskmanager #FRM #finance #expertfinance

Our videos carefully comply with U.S. copyright law which we take seriously. Any third-party images used in this video honor their specific license agreements. We occasionally purchase images with our account under a royalty-free license at 123rf.com (see https://www.123rf.com/license.php); we also use free and purchased images from our account at canva.com (see https://about.canva.com/license-agreements/). In particular, the new thumbnails are generated in canva.com. Please contact support@bionicturtle.com or davidh@bionicturtle.com if you have any questions, issues or concerns.

Видео Fixed Income: Duration and Convexity Summary (FRM T4-42) канала Bionic Turtle