🎓 Duration & Convexity in Volatile Markets | FIN310 Presentation

Описание: Welcome to our detailed academic presentation on Duration and Convexity, two essential concepts in fixed-income risk management. This video explores how bond prices react to changes in interest rates, why duration and convexity matter during market volatility, and how investors can use these tools to make informed decisions.

📘 Topics Covered:

What is Duration?
Types of Duration (Macaulay, Modified, Effective)
What is Convexity & Why It Matters
Duration–Convexity Relationship
Applications in Volatile Markets
Practical Examples & Interpretation

🏫 Course:FIN310 – Fixed Income Securities
🏛️ Institution: Gedu College of Business Studies

👩‍💼👨‍💼 Presented by:
Karma Wangchuk (03230103)
Kinley Tenzin (03230129)
Yeshi Wangmo (03230425)
Yeshi Keldon Dema (03230429)

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