analytical-convexity
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YouTube T4-41: Fixed Income: Analytical Convexity; aka, modified convexity
In this video, David shows you how to calculate modified convexity by matching the modified convexity that Tuckman shows in Table 4.6 in Chapter 4 of his book, Fixed Income Securities. You can find Tuckman's Fixed Income Securities book here: https://amzn.to/2SOMGzv- Nicole Seaman
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- analytical-convexity fixed-income modified-convexity
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- Forum: P1.T4. Valuation & Risk Models