single-factor-interest-rate

  1. Nicole Seaman

    YouTube T4-42: Fixed Income: Duration and Convexity Summary

    In this playlist, David has already recorded at least ten videos on duration and convexity which are the two most common measures of single-factor interest rate risk. So, in this video, we wrap it up in one simple explanation that tries to illustrate both duration and convexity and how we apply...
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