Fixed Income: Analytical Convexity; aka, modified convexity (FRM T4-41)

In this video, I will show you how to calculate modified convexity by matching the modified convexity that Tuckman shows in Table 4.6 in Chapter 4 of his book, Fixed Income Securities.

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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

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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

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https://www.youtube.com/playlist?list=PLCBifSfCnx3sfoUGYayuqJRhHA5jCFkGr

Valuation and Risk Models (FRM Topic 4)
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Coming Soon ....
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Operational Risk (FRM Topic 7)
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Chartered Financial Analyst (CFA) Level 1 Volume 1
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Видео Fixed Income: Analytical Convexity; aka, modified convexity (FRM T4-41) канала Bionic Turtle