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

Nicole Seaman

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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 them with the simplest possible example. You can find Tuckman's Fixed Income Securities book here: https://amzn.to/2SOMGzv


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