amazing and clear explanatons , a personal request if possible, I have my exam in February, and i am struggling with the topic of derivatives, would it be possible to do an explaination on that topic, apologies for the urgency. Thanks
Hello Ishaan, thank you for writing. I really appreciate your comment and suggestion. I have just completed my January recordings in the studio and unfortunately, will not be back until early March :( In the meantime I will just be uploading the content already recorded which has recently been focused on Deferred Tax and more Quantitative Methods. So, I will unfortunately not manage to record or release anything on Derivatives before your exam date. I nevertheless hope you will manage to clear the exam! Derivatives has already been suggested as a topic for future videos and I will certainly start covering it in the Spring. Take care and keeping my fingers crossed for you!
Fantastic video, really useful, thank you so muchh, but could i ask you that if coupon pay semiannual, we will do the same but with double period right
Thank you very much :) If the bond pays semi-annual coupons you would need to follow a similar approach, but have the periods as 0.5, 1.0, 1.5, 2.0 ... and so on, to reflect the semi-annual nature of the cash flows.
Hi, thanks for the video it was very clear! one question, what if the YTM changes on each payment, which YTM should I be using to compute the modified duration?
The student version of the calculator does not compute duration. Don’t worry, I always had the student version as well and it never hurt me😉 you will probably have to interpret and use duration as opposed to actually having to calculate it.
The student version of the calculator does not compute duration. Don’t worry, I always had the student version as well and it never hurt me😉 you will probably have to interpret and use duration as opposed to actually having to calculate it.
