Analyst Dojo

Learning Module 11 of Fixed Income 11–14% of the exam

Yield-Based Bond Duration Measures and Properties

3 lessons. About 0 minutes in cram mode, 0 minutes in full.

Lessons for this module are being written. The outcomes and lesson plan below are final.

Lessons

  1. 1
    Modified Duration

    Coming soon

  2. 2
    Money Duration and Price Value of a Basis Point

    Coming soon

  3. 3
    Properties of Duration

    Coming soon

What the exam expects you to do

  1. Define, calculate, and interpret modified duration, money duration, and the price value of a basis point (PVBP).
  2. Explain how a bond’s maturity, coupon, and yield level affect its interest rate risk.