Introducing Duration, Lecture 020, Securities Investment 101

by Andy Duncan on 22/11/2013

In the first of a series of videos, we begin to delve into the complex subjects of bond duration and bond convexity. This first lecture begins to introduce the topic of duration and why we need it to anticipate bond price changes after expected (or unexpected) changes in required market interest rates.

The full YouTube playlist of Securities Investment 101 lecture videos can be found by clicking here.

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