Submit Search
Upload
Duration model
•
Download as PPT, PDF
•
2 likes
•
9,077 views
Ishikaa Dhamijaa
Follow
Economy & Finance
Business
Report
Share
Report
Share
1 of 28
Download now
Recommended
Duration and Convexity
Duration and Convexity
Mario Dell'Era
Spot market
Spot market
SRINATH RAMAKRISHNAN
Risk and Return
Risk and Return
Muzzamil Shaikh
Introduction To Financial Institutions And Markets
Introduction To Financial Institutions And Markets
itsvineeth209
Dividend policy
Dividend policy
City Union Bank Ltd
Introduction to Financial Markets
Introduction to Financial Markets
Eastern New Mexico University
Value at risk
Value at risk
Mohit Rathi
Efficient market hypothesis
Efficient market hypothesis
Kamlesh Pawar
Recommended
Duration and Convexity
Duration and Convexity
Mario Dell'Era
Spot market
Spot market
SRINATH RAMAKRISHNAN
Risk and Return
Risk and Return
Muzzamil Shaikh
Introduction To Financial Institutions And Markets
Introduction To Financial Institutions And Markets
itsvineeth209
Dividend policy
Dividend policy
City Union Bank Ltd
Introduction to Financial Markets
Introduction to Financial Markets
Eastern New Mexico University
Value at risk
Value at risk
Mohit Rathi
Efficient market hypothesis
Efficient market hypothesis
Kamlesh Pawar
Unit 2 structure of option market
Unit 2 structure of option market
Sudarshan Kadariya
Chapter v capital market theory
Chapter v capital market theory
nirdoshk88
Bonds ppt
Bonds ppt
bindeshwari
preferred share
preferred share
kader khan khan
Single index model
Single index model
Sakina Ahmed Ali
Portfolio construction
Portfolio construction
Ravi Singh
Currency Derivatives
Currency Derivatives
ICAB
Bond 3
Bond 3
ukabuka
Derivatives and Hedging | Finance
Derivatives and Hedging | Finance
Transweb Global Inc
Bond prices & their yields
Bond prices & their yields
Tata Mutual Fund
Fixed income securities- Analysis and valuation
Fixed income securities- Analysis and valuation
13 Llama Interactive
Valuing Interest Rate Futures
Valuing Interest Rate Futures
DmitryPopov47
Portfolio revision
Portfolio revision
Ashwini Das
Types of mutual funds
Types of mutual funds
Indraja Modem
International monetary system
International monetary system
DnyaneshwarUgalmugal
Portfolio Diversification
Portfolio Diversification
Alexander Christodoulakis
Capital asset pricing model (CAPM)
Capital asset pricing model (CAPM)
Simran Kaur
Money Market
Money Market
Fine Advice Private Limited
Bond management strategies
Bond management strategies
Amanpreet Singh
Stock Valuation
Stock Valuation
Harish Lunani
INTEREST RATE RISK MANAGEMENT IN BANKS
INTEREST RATE RISK MANAGEMENT IN BANKS
IBS Business School
Duration analysis in banks
Duration analysis in banks
has10nas
More Related Content
What's hot
Unit 2 structure of option market
Unit 2 structure of option market
Sudarshan Kadariya
Chapter v capital market theory
Chapter v capital market theory
nirdoshk88
Bonds ppt
Bonds ppt
bindeshwari
preferred share
preferred share
kader khan khan
Single index model
Single index model
Sakina Ahmed Ali
Portfolio construction
Portfolio construction
Ravi Singh
Currency Derivatives
Currency Derivatives
ICAB
Bond 3
Bond 3
ukabuka
Derivatives and Hedging | Finance
Derivatives and Hedging | Finance
Transweb Global Inc
Bond prices & their yields
Bond prices & their yields
Tata Mutual Fund
Fixed income securities- Analysis and valuation
Fixed income securities- Analysis and valuation
13 Llama Interactive
Valuing Interest Rate Futures
Valuing Interest Rate Futures
DmitryPopov47
Portfolio revision
Portfolio revision
Ashwini Das
Types of mutual funds
Types of mutual funds
Indraja Modem
International monetary system
International monetary system
DnyaneshwarUgalmugal
Portfolio Diversification
Portfolio Diversification
Alexander Christodoulakis
Capital asset pricing model (CAPM)
Capital asset pricing model (CAPM)
Simran Kaur
Money Market
Money Market
Fine Advice Private Limited
Bond management strategies
Bond management strategies
Amanpreet Singh
Stock Valuation
Stock Valuation
Harish Lunani
What's hot
(20)
Unit 2 structure of option market
Unit 2 structure of option market
Chapter v capital market theory
Chapter v capital market theory
Bonds ppt
Bonds ppt
preferred share
preferred share
Single index model
Single index model
Portfolio construction
Portfolio construction
Currency Derivatives
Currency Derivatives
Bond 3
Bond 3
Derivatives and Hedging | Finance
Derivatives and Hedging | Finance
Bond prices & their yields
Bond prices & their yields
Fixed income securities- Analysis and valuation
Fixed income securities- Analysis and valuation
Valuing Interest Rate Futures
Valuing Interest Rate Futures
Portfolio revision
Portfolio revision
Types of mutual funds
Types of mutual funds
International monetary system
International monetary system
Portfolio Diversification
Portfolio Diversification
Capital asset pricing model (CAPM)
Capital asset pricing model (CAPM)
Money Market
Money Market
Bond management strategies
Bond management strategies
Stock Valuation
Stock Valuation
Viewers also liked
INTEREST RATE RISK MANAGEMENT IN BANKS
INTEREST RATE RISK MANAGEMENT IN BANKS
IBS Business School
Duration analysis in banks
Duration analysis in banks
has10nas
Interest Rate Risk And Management
Interest Rate Risk And Management
catelong
Gap analysis in banks
Gap analysis in banks
has10nas
Ch08
Ch08
Prachi Chitlangia
Chapter 22
Chapter 22
Sagheer Javaid
Gd
Gd
Abhipsha Mishra
Strategic Planning for 2015 Capital Replacement Projects
Strategic Planning for 2015 Capital Replacement Projects
Kipcon Inc.
Setting credit limits
Setting credit limits
Credit Management Association
how to be good listener
how to be good listener
aziza alhamed
Personnel Letters
Personnel Letters
We Learn - A Continuous Learning Forum from Welingkar's Distance Learning Program.
Limit Setting Methodology
Limit Setting Methodology
Eric Kuo
8. new advanced_alm_2011.10.8
8. new advanced_alm_2011.10.8
feelcool
Thank You Letters
Thank You Letters
The Connors Group
Assessing Your Risk Appetite
Assessing Your Risk Appetite
Franklin Templeton India
Banking credit concentration management -limiting setting
Banking credit concentration management -limiting setting
Eric Kuo
Overview of financial services
Overview of financial services
Ramadevi Yedla
Risk Appetite & Risk Tolerance: Improving their application from Abstract to ...
Risk Appetite & Risk Tolerance: Improving their application from Abstract to ...
Eric Campbell
Management of interest rate risk
Management of interest rate risk
spagi
Importance of Listening
Importance of Listening
Hailey College of Commerce,University of Punjab Lahore
Viewers also liked
(20)
INTEREST RATE RISK MANAGEMENT IN BANKS
INTEREST RATE RISK MANAGEMENT IN BANKS
Duration analysis in banks
Duration analysis in banks
Interest Rate Risk And Management
Interest Rate Risk And Management
Gap analysis in banks
Gap analysis in banks
Ch08
Ch08
Chapter 22
Chapter 22
Gd
Gd
Strategic Planning for 2015 Capital Replacement Projects
Strategic Planning for 2015 Capital Replacement Projects
Setting credit limits
Setting credit limits
how to be good listener
how to be good listener
Personnel Letters
Personnel Letters
Limit Setting Methodology
Limit Setting Methodology
8. new advanced_alm_2011.10.8
8. new advanced_alm_2011.10.8
Thank You Letters
Thank You Letters
Assessing Your Risk Appetite
Assessing Your Risk Appetite
Banking credit concentration management -limiting setting
Banking credit concentration management -limiting setting
Overview of financial services
Overview of financial services
Risk Appetite & Risk Tolerance: Improving their application from Abstract to ...
Risk Appetite & Risk Tolerance: Improving their application from Abstract to ...
Management of interest rate risk
Management of interest rate risk
Importance of Listening
Importance of Listening
Similar to Duration model
Session8 Koch6
Session8 Koch6
ukabuka
Lecture004.pdf
Lecture004.pdf
kashifali433134
Chapter 03_What Do Interest Rates Mean and What Is Their Role in Valuation?
Chapter 03_What Do Interest Rates Mean and What Is Their Role in Valuation?
Rusman Mukhlis
Bonds Evaluation.ppt
Bonds Evaluation.ppt
adnankhan765563
Chapter 15.ppt
Chapter 15.ppt
adnankhan765563
Bond valuation
Bond valuation
Badam Venkatareddy
Bond valuation
Bond valuation
Babasab Patil
BB_4_Futures & Options_Hull_Chap_4.pptx
BB_4_Futures & Options_Hull_Chap_4.pptx
IbrahimKhatatbeh5
Bond price and yield pdf
Bond price and yield pdf
David Keck
ch 05 Bond valuation
ch 05 Bond valuation
Sathish Kumar Patturaj
BONDS
BONDS
CHARAK RAY
Ross7e ch05
Ross7e ch05
Alfredo Vasquez
Ross7e ch05
Ross7e ch05
Alfredo Vasquez
133chapter092002.ppt
133chapter092002.ppt
SoujanyaLk1
133chapter092002.ppt
133chapter092002.ppt
SoujanyaLk1
133chapter092002 (1).ppt
133chapter092002 (1).ppt
abubakarnurulshahhid
Chap006
Chap006
Morten Andersen
3. Time Value of Money, Risk, return and the CAPM.pptx
3. Time Value of Money, Risk, return and the CAPM.pptx
alvianalvinMubarok1
bond valuation.ppt
bond valuation.ppt
jaya912174
chapter5bondvaluationwithoutwrite-ups-121005143708-phpapp02.pdf
chapter5bondvaluationwithoutwrite-ups-121005143708-phpapp02.pdf
adnankhan765563
Similar to Duration model
(20)
Session8 Koch6
Session8 Koch6
Lecture004.pdf
Lecture004.pdf
Chapter 03_What Do Interest Rates Mean and What Is Their Role in Valuation?
Chapter 03_What Do Interest Rates Mean and What Is Their Role in Valuation?
Bonds Evaluation.ppt
Bonds Evaluation.ppt
Chapter 15.ppt
Chapter 15.ppt
Bond valuation
Bond valuation
Bond valuation
Bond valuation
BB_4_Futures & Options_Hull_Chap_4.pptx
BB_4_Futures & Options_Hull_Chap_4.pptx
Bond price and yield pdf
Bond price and yield pdf
ch 05 Bond valuation
ch 05 Bond valuation
BONDS
BONDS
Ross7e ch05
Ross7e ch05
Ross7e ch05
Ross7e ch05
133chapter092002.ppt
133chapter092002.ppt
133chapter092002.ppt
133chapter092002.ppt
133chapter092002 (1).ppt
133chapter092002 (1).ppt
Chap006
Chap006
3. Time Value of Money, Risk, return and the CAPM.pptx
3. Time Value of Money, Risk, return and the CAPM.pptx
bond valuation.ppt
bond valuation.ppt
chapter5bondvaluationwithoutwrite-ups-121005143708-phpapp02.pdf
chapter5bondvaluationwithoutwrite-ups-121005143708-phpapp02.pdf
Recently uploaded
212MTAMount Durham University Bachelor's Diploma in Technology
212MTAMount Durham University Bachelor's Diploma in Technology
z xss
Stock Market Brief Deck for "this does not happen often".pdf
Stock Market Brief Deck for "this does not happen often".pdf
Michael Silva
Authentic No 1 Amil Baba In Pakistan Authentic No 1 Amil Baba In Karachi No 1...
Authentic No 1 Amil Baba In Pakistan Authentic No 1 Amil Baba In Karachi No 1...
First NO1 World Amil baba in Faisalabad
Stock Market Brief Deck for 4/24/24 .pdf
Stock Market Brief Deck for 4/24/24 .pdf
Michael Silva
Amil Baba In Pakistan amil baba in Lahore amil baba in Islamabad amil baba in...
Amil Baba In Pakistan amil baba in Lahore amil baba in Islamabad amil baba in...
amilabibi1
Call Girls Near Golden Tulip Essential Hotel, New Delhi 9873777170
Call Girls Near Golden Tulip Essential Hotel, New Delhi 9873777170
Sonam Pathan
NO1 WorldWide Genuine vashikaran specialist Vashikaran baba near Lahore Vashi...
NO1 WorldWide Genuine vashikaran specialist Vashikaran baba near Lahore Vashi...
Amil baba
(办理学位证)加拿大萨省大学毕业证成绩单原版一比一
(办理学位证)加拿大萨省大学毕业证成绩单原版一比一
S SDS
Tenets of Physiocracy History of Economic
Tenets of Physiocracy History of Economic
cinemoviesu
Call Girls Near Delhi Pride Hotel, New Delhi|9873777170
Call Girls Near Delhi Pride Hotel, New Delhi|9873777170
Sonam Pathan
NO1 Certified Ilam kala Jadu Specialist Expert In Bahawalpur, Sargodha, Sialk...
NO1 Certified Ilam kala Jadu Specialist Expert In Bahawalpur, Sargodha, Sialk...
Amil Baba Dawood bangali
Current Economic situation of Pakistan .pptx
Current Economic situation of Pakistan .pptx
uzma244191
(办理原版一样)QUT毕业证昆士兰科技大学毕业证学位证留信学历认证成绩单补办
(办理原版一样)QUT毕业证昆士兰科技大学毕业证学位证留信学历认证成绩单补办
fqiuho152
Monthly Economic Monitoring of Ukraine No 231, April 2024
Monthly Economic Monitoring of Ukraine No 231, April 2024
Інститут економічних досліджень та політичних консультацій
government_intervention_in_business_ownership[1].pdf
government_intervention_in_business_ownership[1].pdf
shaunmashale756
Stock Market Brief Deck FOR 4/17 video.pdf
Stock Market Brief Deck FOR 4/17 video.pdf
Michael Silva
SBP-Market-Operations and market managment
SBP-Market-Operations and market managment
factical
Managing Finances in a Small Business (yes).pdf
Managing Finances in a Small Business (yes).pdf
mar yame
House of Commons ; CDC schemes overview document
House of Commons ; CDC schemes overview document
Henry Tapper
Economics, Commerce and Trade Management: An International Journal (ECTIJ)
Economics, Commerce and Trade Management: An International Journal (ECTIJ)
ECTIJ
Recently uploaded
(20)
212MTAMount Durham University Bachelor's Diploma in Technology
212MTAMount Durham University Bachelor's Diploma in Technology
Stock Market Brief Deck for "this does not happen often".pdf
Stock Market Brief Deck for "this does not happen often".pdf
Authentic No 1 Amil Baba In Pakistan Authentic No 1 Amil Baba In Karachi No 1...
Authentic No 1 Amil Baba In Pakistan Authentic No 1 Amil Baba In Karachi No 1...
Stock Market Brief Deck for 4/24/24 .pdf
Stock Market Brief Deck for 4/24/24 .pdf
Amil Baba In Pakistan amil baba in Lahore amil baba in Islamabad amil baba in...
Amil Baba In Pakistan amil baba in Lahore amil baba in Islamabad amil baba in...
Call Girls Near Golden Tulip Essential Hotel, New Delhi 9873777170
Call Girls Near Golden Tulip Essential Hotel, New Delhi 9873777170
NO1 WorldWide Genuine vashikaran specialist Vashikaran baba near Lahore Vashi...
NO1 WorldWide Genuine vashikaran specialist Vashikaran baba near Lahore Vashi...
(办理学位证)加拿大萨省大学毕业证成绩单原版一比一
(办理学位证)加拿大萨省大学毕业证成绩单原版一比一
Tenets of Physiocracy History of Economic
Tenets of Physiocracy History of Economic
Call Girls Near Delhi Pride Hotel, New Delhi|9873777170
Call Girls Near Delhi Pride Hotel, New Delhi|9873777170
NO1 Certified Ilam kala Jadu Specialist Expert In Bahawalpur, Sargodha, Sialk...
NO1 Certified Ilam kala Jadu Specialist Expert In Bahawalpur, Sargodha, Sialk...
Current Economic situation of Pakistan .pptx
Current Economic situation of Pakistan .pptx
(办理原版一样)QUT毕业证昆士兰科技大学毕业证学位证留信学历认证成绩单补办
(办理原版一样)QUT毕业证昆士兰科技大学毕业证学位证留信学历认证成绩单补办
Monthly Economic Monitoring of Ukraine No 231, April 2024
Monthly Economic Monitoring of Ukraine No 231, April 2024
government_intervention_in_business_ownership[1].pdf
government_intervention_in_business_ownership[1].pdf
Stock Market Brief Deck FOR 4/17 video.pdf
Stock Market Brief Deck FOR 4/17 video.pdf
SBP-Market-Operations and market managment
SBP-Market-Operations and market managment
Managing Finances in a Small Business (yes).pdf
Managing Finances in a Small Business (yes).pdf
House of Commons ; CDC schemes overview document
House of Commons ; CDC schemes overview document
Economics, Commerce and Trade Management: An International Journal (ECTIJ)
Economics, Commerce and Trade Management: An International Journal (ECTIJ)
Duration model
1.
2.
3.
4.
5.
6.
Price Sensitivity of
6% Coupon Bond
7.
Price Sensitivity of
8% Coupon Bond
8.
9.
10.
11.
12.
13.
14.
Duration of 2-year,
8% bond: Face value = $1,000, YTM = 12%
15.
16.
17.
18.
19.
20.
21.
22.
Duration as Index
of Interest Rate Risk
23.
24.
25.
26.
27.
28.
Download now