Applying Duration, Convexity, And Dv01

Applying Duration, Convexity, and DV01 (FRM Part 1 2025 – Book 4 – Chapter 12)

Applying Duration, Convexity, and DV01 (FRM Part 1 2024 – Book 4 – Chapter 12)

Bond DV01 and duration

Fixed Income: Impact of Yield and Coupon on Duration and DV01 (FRM T4-39)

Fixed income: Bond DV01 (aka, price value of basis point, FRM T4-32)

Bond Duration and Bond Convexity Explained

Ryan O'Connell, CFA, FRM

Basics of Fixed Income Securities | Duration and Convexity | CFA Level I Fixed Income|MBA in Finance

Finance with Manoj Rajgopal

Bond Convexity and Duration | Convexity explained with example | FIN-Ed

CFA level I: Fixed Income - Super Simplyfied Modified Duration Explained

How "Convexity" Impacts Bond Yields

Bloomberg Quicktake

Duration and convexity

Finance Fundamentals

Bond Duration Modified Duration and Effective Duration | FRM CFA CA Final

Bond Duration Explained Simply In 5 Minutes

Ryan O'Connell, CFA, FRM

Fixed Income: Simple bond illustrating all three durations (effective, mod, Mac) (FRM T4-36)

FRM Part I : One-Factor Risk Metrics & Hedges Part I (of 2)

Interest Rate Options with DV01

The Small Exchange

Fixed Income: Duration and Convexity Summary (FRM T4-42)

Duration and convexity explained: bond interest rate sensitivity (Excel)

NEDL

CFA Tutorial: Fixed Income (Bond Duration & Bond Convexity)