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Bond Duration Explained: Why Yields Move Bond Prices

May 25, 2026May 25, 2026 by Bruno

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 Leave a comment

Bond Duration & Convexity: Why Long Bonds Move Most

May 22, 2026May 17, 2026 by Bruno

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 3 Comments

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