Modified Duration Explained
5:25
YouTubeFinancial Edge Training
Modified Duration Explained
Modified duration is a powerful tool for measuring bond price sensitivity to interest rate changes. In this video we explain what modified duration is, how to calculate it from Macaulay duration, and how to interpret its impact on bond pricing. Learn more with our bestselling micro degrees here: https://www.fe.training/product-category/online ...
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Modified duration provides an estimate of the percentage price change for a bond given a change in its yield-to-maturity. Modified duration provides a linear estimate of the percentage price change. In terms of absolute value, the change is the same for either an increase or decrease in the yield-to-maturity. The modified duration statistic for a fixed-rate bond is easily obtained if the Macaulay duration is already known. An alternative approach is to approximate modified duration directly. | P
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