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11

Quantifying Interest Rate Risk

Lecture no. 11 from the course: Advanced Investments

Quantifying Interest Rate Risk

Taught by Professor Steve L. Slezak | 31 min | Categories: The Great Courses Plus Online Economics & Finance Courses

Get an intuitive feel for the features that raise or lower interest rate risk on bonds. Practice calculating duration, and discover that the time to maturity may not be particularly close to the duration of a bond. This underscores the importance of focusing on the duration of your bond investments.

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