Lectures related to Bond duration

Explores duration and convexity in interest rate models for bond portfolio hedging.

Covers interest rate futures, marking to market, convexity adjustment, and Vasiček model.

Explains FRAs, interest rate futures, payoff valuation, and Eurodollar futures.

Explores the risk and performance of Confederation bonds, showcasing how changing interest rates can impact bond values.

Explores bank balance sheets, risks, and interest rate impact on performance metrics and risks faced by financial institutions.

Explores interest rates, term structures, bond valuation, and credit risk impact on bond prices.

Explores interest rates, term structure, and yield curve, illustrating their relation and impact on economic forecasts.