Modified Duration & Convexity in Excel: Price Sensitivity and Duration Error Explained | SIM Method
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Modified Duration & Convexity in Excel: Price Sensitivity and Duration Error Explained | SIM Method
In this video, we move from Macaulay Duration to Modified Duration and analyze how well duration estimates actual bond price changes. You will learn how to: Convert Macaulay Duration into Modified Duration Estimate percentage price change using duration Compare the duration estimate to the actual bond price change Visualize the linear ...
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Modified duration provides an estimate of the percentage price change for a bond given a change in its yield-to-maturity. Modified duration provides a linear estimate of the percentage price change. In terms of absolute value, the change is the same for either an increase or decrease in the yield-to-maturity. The modified duration statistic for a fixed-rate bond is easily obtained if the Macaulay duration is already known. An alternative approach is to approximate modified duration directly. | P
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Modified duration provides an estimate of the percentage price change for a bond given a change in its yield-to-maturity. Modified duration provides a linear estimate of the percentage price change. In terms of absolute value, the change is the same for either an increase or decrease in the yield-to-maturity. The modified duration statistic for a fixed-rate bond is easily obtained if the Macaulay duration is already known. An alternative approach is to approximate modified duration directly. | P
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