What's new

YouTube T4-35: Fixed Income: Modified and Macaulay Duration

Nicole Seaman

Chief Admin Officer
Staff member
Subscriber
Thread starter #1
Using my rebuild of Bruce Tuckman's Table 4-6, this video illustrates the calculation of Macaulay and modified duration. Macaulay duration is the bond's weighted average maturity. Modified duration is the best measure of the bond's interest rate risk.


YT sub small.png
 
Top