actuarial exam 2/fm prep: find the (macaulay) duration of a coupon bond
Published 6 years ago • 3.1K plays • Length 14:17Download video MP4
Download video MP3
Similar videos
-
18:09
actuarial exam 2/fm prep: (macaulay) duration of a bond whose coupon & yield rates are the same
-
15:01
actuarial exam 2/fm prep: portfolio value from macaulay duration of bonds
-
16:21
actuarial exam 2/fm prep: ratio of macaulay durations for a bond priced at par
-
12:34
actuarial exam 2/fm prep: macaulay duration is a decreasing function of the coupon rate r
-
8:04
actuarial exam 2/fm prep: macaulay duration of a perpetuity with double the interest rate
-
17:27
actuarial exam 2/fm prep: first order macaulay approximation for a bond
-
16:39
actuarial exam 2/fm prep: callable bonds (price and minimum yields)
-
19:49
50 unique tips for actuarial exam p and fm
-
14:01
soa #37 exam fm | macaulay duration
-
17:48
actuarial exam 2/fm prep: rebalancing a bond portfolio for a new macaulay duration
-
8:18
actuarial exam 2/fm prep: interest rate for portfolio of bonds from 1st-order macaulay approximation
-
8:08
actuarial exam 2/fm prep: modified duration from first-order macaulay approximation
-
26:26
actuarial exam 2/fm prep: bond duration limiting values and financial interpretations
-
6:44
actuarial exam 2/fm prep: modified duration of a perpetuity due when macaulay duration is given
-
8:17
actuarial exam 2/fm prep: find an unknown quantity in makeham's formula for a bond price
-
8:59
actuarial exam 2/fm prep: find effective annual interest rate related to two investments
-
6:38
actuarial exam 2/fm prep: compare makeham's and basic formula for bond prices
-
5:47
actuarial exam 2/fm prep: practice with makeham's formula, find a bond price
-
6:20
actuarial exam 2/fm prep: find a nominal rate minus a force of interest
-
9:27
actuarial exam 2/fm prep: bond price when the bond is not redeemable at par (modified coupon rate)