Bond Duration and Convexity Explained
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
Bond Duration and Convexity Explained (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.
Bond Duration and Convexity Explained: Why Prices Fall
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.
Bond Duration and Convexity: How Prices Move with Yields
Duration measures bond price sensitivity to yield changes; convexity corrects the curve. Formulas, a worked example, and a snapshot table.
Bond Duration Explained: Why a 1% Rate Move Wrecks Long Bonds
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 Explained: Why Yields Move Bond Prices
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.
Bond Duration & Convexity: Why Long Bonds Move Most
What is bond duration? A plain-English guide with the rule of thumb, the formula, and a worked example using current Treasury yields.
Bond Pricing, Yield, and Duration: The Complete Guide
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.