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bond duration

Bond Duration and Convexity Explained: How Prices Move

September 12, 2026September 3, 2026 by Bruno M.
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.

Categories Market Education Tags bond duration, convexity, fixed income, interest rate risk, investing basics, treasury yields

Bond ETFs vs Individual Bonds: What Actually Differs

September 12, 2026September 3, 2026 by Bruno M.
Bond ETFs vs Individual Bonds: What Actually Differs

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.

Categories Market Education Tags bond duration, bond etfs, capital markets, fixed income investing, individual bonds, treasury bonds

Bond Duration and Convexity Explained

September 12, 2026August 26, 2026 by Bruno M.
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.

Categories Market Education Tags bond convexity, bond duration, fixed income basics, interest rate risk, investing basics, treasury bonds

Bond Duration and Convexity Explained (With Examples)

September 12, 2026August 13, 2026 by Bruno M.
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.

Categories Market Education Tags bond duration, convexity, fixed income, interest rate risk, investing basics, treasury bonds

Bond Duration and Convexity Explained: Why Prices Fall

September 12, 2026June 24, 2026 by Bruno M.
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.

Categories Market Education Tags bond duration, convexity, fixed income, interest rate risk, investing basics, treasury yields

Bond Duration and Convexity: How Prices Move with Yields

September 12, 2026June 18, 2026 by Bruno M.
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.

Categories Market Education Tags bond duration, convexity, fixed income, interest rate risk, investing basics, treasury yields

Bond Duration Explained: Why a 1% Rate Move Wrecks Long Bonds

September 12, 2026June 11, 2026 by Bruno M.
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.

Categories Market Education Tags bond duration, convexity, fixed income basics, interest rate risk, investing basics, treasury bonds

Bond Duration Explained: Why Yields Move Bond Prices

September 12, 2026May 25, 2026 by Bruno M.
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.

Categories Market Education Tags bond duration, convexity, interest rate risk, investing basics, modified duration, treasury bonds

Bond Duration & Convexity: Why Long Bonds Move Most

September 12, 2026May 17, 2026 by Bruno M.
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.

Categories Federal Reserve & Rates, Market Education Tags bond duration, convexity, fixed income basics, interest rate risk, investing basics

Bond Pricing, Yield, and Duration: The Complete Guide

September 12, 2026April 28, 2026 by Bruno M.
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.

Categories Market Education Tags bond duration, bond pricing, fixed income, investing basics, treasury yields, yield to maturity

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