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| Basis Point Value Definitions of price value of a basis point move provided by the Kuala Lumpur Stock Exchange's Riiam Information System. |   |
Finpipe.com: Duration and Convexity Definitions and applications by finpipe.com. |   | |
CFOcenter.com: Convexity An article by JC Bradford and Co. from January 2000 describing convexity properties for bonds with and without options. |   | |
Bond Returns and Characteristics A primer on bond yield definitions and sensitivity to changes in price. |   | |
The Concept of Duration Sharpened Definitions, along with mathematical presentation, of various measures of a bond's sensitivity to interest rate movement. |   | |
Bond Prices and Sensitivities A series of lecture notes by professor G. William Schwert of the University of Rochester that details duration and convexity math and applications. |   | |
Convexity and the Term Structure of Interest Rates Lecture notes from the University of Illinois. |   | |
Convexity Part of a lecture note by Soeren Nielson of the University of Copenhagen. |   | |
Interest Rate Risk Management Lecture notes by P.V. Viswanath of Pace University on the measurement and management of interest-rate risk. |   | |
Duration Calculator Tool that calculates yield-to-maturity and duration from price and coupon data. Click on 'Risk Hedger.' |   | |
Risk Measures: Duration and Convexity Definitions and applications of bond risk measures by Contingency Analysis. |   | |
Interest Rate Risk Detailed class notes that describe the main theories of the term structure of interest rates, including expectations, liquidity and preferred habitat theories. |   | |
MacCauley and Modified Duration Calculations and definitions of duration measurement. Part of a lecture by Soeren Nielson of the University of Copenhagen. |   | |
Interest Rate Risk and Duration Characteristics Lecture notes from the University of Illinois. |   | |
Duration Matching and Convexity Lecture notes from the University of Illinois. |   | |
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