Bond convexity - Article Index

Encyclopedia - Bond Valuation: Encyclopedia Ii - Bond Valuation - General Relationships
Bond valuation - The present value relationship. The fair price of a straight bond (a bond with no embedded option) is determined by di...   » Read the article

Encyclopedia - Bond Duration: Encyclopedia Ii - Bond Duration - Embedded Options And Effective Duration
For bonds that have embedded options, Macauley duration and modified duration will not correctly approximate the price move for a change ...   » Read the article

Encyclopedia - Immunization Finance: Encyclopedia Ii - Immunization Finance - Difficulties
Immunization, if possible and complete, can protect against term mismatch but not against other kinds of financial risk such as default b...   » Read the article

Encyclopedia - Bond Duration: Encyclopedia Ii - Bond Duration - Modified Duration
Modified duration is calculated as follows: where r is the yield to maturity of the bond, and n is the number of cashflows per year. ....   » Read the article

Encyclopedia - Bond Duration: Encyclopedia Ii - Bond Duration - Macaulay Duration
Macaulay duration is the weighted average maturity of a bond where the weights are the relative discounted cash flows in each period. ...   » Read the article

Encyclopedia - Bond Valuation: Encyclopedia Ii - Bond Valuation - Bond Pricing
Bond valuation - Relative price approach. Here the bond will be priced relative to a benchmark, usually a government security. The disc...   » Read the article

Encyclopedia - List Of Finance Topics: Encyclopedia Ii - List Of Finance Topics - Financial Regulation
List of finance topics - Designations and accreditation. Certified Financial Planner Chartered Financial Analyst CFA Institute Char...   » Read the article

Encyclopedia - List Of Finance Topics: Encyclopedia Ii - List Of Finance Topics - Financial Regulation
List of finance topics - Designations and accreditation. Certified Financial Planner CFA Institute Chartered Financial Analyst Charte...   » Read the article

Encyclopedia - List Of Finance Topics: Encyclopedia Ii - List Of Finance Topics - Financial Markets
List of finance topics - Market and instruments. Capital markets Securities Financial markets Primary market Initial public offering A...   » Read the article

Encyclopedia - List Of Finance Topics: Encyclopedia Ii - List Of Finance Topics - Mathematics And Finance
List of finance topics - Time value of money. Present value Future value Discounting Net present value Internal rate of return Annuity...   » Read the article

Encyclopedia - List Of Finance Topics: Encyclopedia Ii - List Of Finance Topics - Valuation
List of finance topics - Discounted cash flow valuation. Cash flow Cash flow from operating activities Operating cash flow Time val...   » Read the article