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.
fixed income basics
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 & 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.