What's new

YouTube T4-41: Fixed Income: Analytical Convexity; aka, modified convexity

Nicole Seaman

Chief Admin Officer
Staff member
Subscriber
Thread starter #1
In this video, David shows you how to calculate modified convexity by matching the modified convexity that Tuckman shows in Table 4.6 in Chapter 4 of his book, Fixed Income Securities. You can find Tuckman's Fixed Income Securities book here: https://amzn.to/2SOMGzv


YT sub small.png
 
Last edited:
Top