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Calculate Bond Convexity and Duration in Excel | Interest Rate Risk
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Financial Risk Management (FRM): Excel & Python Course - Calculate Bond Convexity and Duration in Excel | Interest Rate Risk

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This course includes

  • 8 hours of video
  • Certificate of completion
  • Access on mobile and TV

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In this insightful tutorial, Ryan O'Connell, CFA, FRM delves deep into the concepts of "Bond Convexity and Duration in Excel" to give you a robust understanding of these critical interest rate risk parameters. Whether you are a seasoned investor or just starting your journey in the financial markets, this tutorial is designed to equip you with the skills to analyze bonds like a pro using Excel. You will see how to calculate both bond duration and bond convexity using Excel. Join as we unpack the intricate dynamics of bond investments, one formula at a time. 🎓 *Get 25% Off CFA Courses (Featuring My Videos!) — Use code RYAN25 here:* 👉 https://ryano.finance/cfa 💾 *Purchase the file created in this video here:* https://ryanoconnellfinance.com/product/bond-convexity-duration-calculator-in-excel/ Chapters: 0:00 - How to Calculate Bond Duration in Excel 2:21 - What Bond Duration Means for Bond Prices 2:56 - How to Calculate Bond Convexity in Excel 6:27 - Calculate Changes in Bond Prices Based on Convexity 9:33 - Convexity Changes at Different Interest Rates Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

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