Bond Duration and Convexity Explained: How Prices Move
Duration tells you how much a bond’s price will move for a 1% change in yields. Convexity refines the estimate for big moves. Here’s how both actually work.
Duration tells you how much a bond’s price will move for a 1% change in yields. Convexity refines the estimate for big moves. Here’s how both actually work.
Bond ETFs and individual bonds behave differently in ways most investors miss. Here is what changes for duration, income, tax, and what happens when rates rise.
Duration measures a bond’s price move per 1% yield change; convexity is the correction that matters when rates move a lot. The math, with examples.
Bond duration and convexity in plain English: what they measure, the formulas that matter, worked examples on real Treasury yields, and the traps that catch retail investors.
Duration tells you how much a bond’s price moves when yields shift 1%. Convexity tells you how much duration is lying. Formulas, example, traps.
Duration measures bond price sensitivity to yield changes; convexity corrects the curve. Formulas, a worked example, and a snapshot table.
Duration is the single number that explains why a 30-year Treasury can lose roughly 16% in a year when yields rise 1%. Here is how it works, with current data.
Bond duration measures how much a bond’s price moves when yields change. Here’s the math, a worked example, and why long Treasuries got crushed in 2026.
What is bond duration? A plain-English guide with the rule of thumb, the formula, and a worked example using current Treasury yields.
Why do bond prices fall when yields rise? Learn how bond pricing, yield to maturity, duration, and convexity work — with real examples and current Treasury data.