Duration and Convexity

>> YOUR LINK HERE: ___ http://youtube.com/watch?v=44ppVHxWHAM

This video illustrates how duration can be used to approximate the change in bond price given a change in interest rates. It also introduces and discusses convexity. Next there is a discussion of using duration as part of an immunization strategy to where price risk and reinvestment rate risk offset each other. Finally, calculating duration for portfolios is discussed. • The template can be found at http://tinyurl.com/BrackerDuration2

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