In this final one of our bond duration and convexity lectures, we apply the lessons learned in the previous lecture to start calculating convexity and using it to make more accurate price predictions for bond price changes, whenever interest rates change.
- Previous video, Calculating Convexity, Lecture 025
- Next video, Convertible Bonds & Conversion Percentages, Lecture 027
The full YouTube playlist of Securities Investment 101 lecture videos can be found by clicking here.
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