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Convexity of Bond

172 ratings | 30384 views
We offer the most comprehensive and easy to understand video lectures for CFA and FRM Programs. To know more about our video lecture series, visit us at www.fintreeindia.com This Video was recorded during a live classroom session for CFA by our lead instructor Mr. Utkarsh Jain. This video lecture covers following key area's: 1. Memory Technique: "Convexity is a friend of bondholder" 2. Depiction of convexity graphically using Microsoft Excel 3. Calculation of Effective Convexity 4. Intuition behind the formula of Effective Convexity 5. Calculator shortcut keys for calculating effective convexity.
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Text Comments (10)
MasterMind468 (19 days ago)
Seems similar to elasticity
MasterMind468 (19 days ago)
I’m an economist and i’m using this to relate economic theory to finance. Very interesting.
Rammohan Menon (2 months ago)
Fantastic. A complex matter explained very lucidly
Sahil Imdad (8 months ago)
Perfect explaination.
FinTree (6 months ago)
Thank you Sahil!
Gaurav Sethi (1 year ago)
In convexity formula in denominator there is not 2V0 its only v0 as per shwezer... why so ?
Orules12 (1 year ago)
if you're going from 9%-11% why isn't delta Y 2?
FinTree (1 year ago)
Because its not 9 to 11 its from 10 to 9 and 10 to 11 so delta is 1.
A my (1 year ago)
*friend of THE bond holder
Rajeev Pareek (1 year ago)
Neatly explained

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