Duration and Interest Rate Risk (Excel)

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  • เผยแพร่เมื่อ 23 ส.ค. 2024

ความคิดเห็น • 10

  • @NEDLeducation
    @NEDLeducation  4 ปีที่แล้ว +2

    You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
    Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

    • @prinka15
      @prinka15 3 ปีที่แล้ว +1

      Hi, Duration excel is not available in the given google drive link. Pls share!

    • @NEDLeducation
      @NEDLeducation  3 ปีที่แล้ว

      @@prinka15 Hi Priyanka, just updated the Google Drive, thanks for pointing this out!

  • @navneetmukherjee9592
    @navneetmukherjee9592 8 หลายเดือนก่อน

    I want to learn it completely from you....I had mathematics in my masters but never been exposed to that environment

  • @navneetmukherjee9592
    @navneetmukherjee9592 8 หลายเดือนก่อน

    Sir, I am from India and fairly new to that bond market and calculations ..... I have understood more than I assumed - but logically it has gone over my head..... would you start an exclusive series on the debt market? I am surprised how easily you were doing such complicated calculations.... please sir, start a series.

  • @forextrader6717
    @forextrader6717 ปีที่แล้ว +1

    Maaaaan. Thanks a lot from Russia. All your videos are superb, really useful

    • @NEDLeducation
      @NEDLeducation  ปีที่แล้ว

      Спасибо за комментарий и рад что видео оказались полезными :)

  • @subhamrc7407
    @subhamrc7407 3 ปีที่แล้ว +1

    Thank you for the good explaination. As mentioned by you can you please make some vedios describing the math behined and impact of interest rate sensitivity in the banking book as well as its impact on ALM and treasury side.
    It will be of great help for a self learner

    • @NEDLeducation
      @NEDLeducation  3 ปีที่แล้ว

      Hi Subham, and glad you liked the video! As a matter of fact, I have already got a video on ALM of interest rate risk, check it out if you are interested: th-cam.com/video/QiFJ5Ym5hEM/w-d-xo.html
      Hope it helps!

  • @student9143
    @student9143 ปีที่แล้ว

    Please help me in understanding what is the difference between meanings of 'interest rate' and 'discount rate'