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Hi, I am looking at measurement of sensitivity of bond prices to interest rates. eg. Macaulay's Duration, Modified Duration, and Convexity. I am wondering are there problems that are associated with such measures, as in disadvantage or weakness. And can u please discuss the eventual...

Thank you very much. Your advice really helps me. I have 1 more question. There are couple of advantages for duration like 'speculating the interest rates' or 'matching risk to investors' taste'. But are there any disadvantages for duration? Thanks

Dear David, Hello. I have watched your video in youtube on how to find YTM and find it very useful. However I am working on question to find the duration and convexity of bonds. : Calculate the duration and convexity of a portfolio comprised of the following bonds Years remaining to...