Tag Duration

How to Calculate Duration and Convexity of a Bond on the HP 12C

Duration and convexity are important numbers in bond portfolio management, but it is far from obvious how to calculate them on the HP 12C. Of course, there are formulas that you can type in (see below), but they aren’t easy for most people to remember and are tedious to enter. In this article I will show you how you can…

How to Calculate Duration and Convexity of a Bond with Excel

Duration and convexity are important numbers in bond portfolio management, and duration is pretty simple in Excel because there are built-in functions. Convexity, though, is another matter. Of course, there are formulas that you can type in (see table below), but they aren’t easy for most people to remember and are tedious to enter. In this article I will show…

How to Calculate Duration and Convexity of a Bond on the HP 17BII

Duration and convexity are important numbers in bond portfolio management, but it is far from obvious how to calculate them on the HP 17BII. Of course, there are formulas that you can type in (see table below), but they aren’t easy for most people to remember and are tedious to enter. In this article I will show you how you…

How to Calculate Duration and Convexity of a Bond on the TI 83 Plus

This article explains how to calculate bond duration and convexity using a TI 83 Plus calculator. It highlights the complexity of using traditional formulas and presents an approximation method that involves calculating bond prices at current, slightly higher, and slightly lower yields. This method is accurate to multiple decimal places, simplifying the process. The article provides step-by-step instructions for storing and recalling bond prices, and emphasizes that these calculations can be made on coupon payment dates. It concludes by noting that the approximations are sufficiently accurate for practical use and can be adapted for other dates using dirty prices.

How to Calculate Duration and Convexity of a Bond on the HP 19BII

Duration and convexity are important numbers in bond portfolio management, but it is far from obvious how to calculate them on the HP 19BII. Of course, there are formulas that you can type in (see table below), but they aren’t easy for most people to remember and are tedious to enter. In this article I will show you how you…

How to Calculate Duration and Convexity of a Bond on the HP 10B and 10BII

Duration and convexity are important numbers in bond portfolio management, but it is far from obvious how to calculate them on the HP 10B or 10BII. Of course, there are formulas that you can type in (see below), but they aren’t easy for most people to remember and are tedious to enter. In this article I will show you how…

How to Calculate Duration and Convexity of a Bond on the TI 84 Plus

The article provides a practical guide for calculating bond portfolio metrics like modified duration, Macaulay duration, and convexity using the TI-84 Plus calculator. It explains that while traditional formulas for these metrics are complex and tedious for manual entry, they can be approximated with high accuracy on the calculator. The method involves calculating the bond price at slightly different yields, saving these prices in the calculator’s memory, and then using them to approximate the metrics through simple formulas. This approach is accurate enough for practical use and eliminates the need for memorizing complicated formulas.

How to Calculate Duration and Convexity of a Bond on the HP 20b

Duration and convexity are important numbers in bond portfolio management, but it is far from obvious how to calculate them on the HP 20b. Of course, there are formulas that you can type in (see table below), but they aren’t easy for most people to remember and are tedious to enter. In this article I will show you how you…

How to Calculate Duration and Convexity of a Bond on the HP 10BII+

This article explains how to calculate bond duration and convexity using the HP 10BII+ financial calculator. It introduces an approximation method that simplifies the process, avoiding complex formulas. The article provides step-by-step instructions for calculating modified duration, Macaulay duration, and convexity by determining bond prices at different yields and applying these to approximation formulas. The method is accurate enough for practical use, making it accessible to users who may not be familiar with advanced calculus.

How to Calculate Duration and Convexity of a Bond on the TI BAII Plus Professional

Duration and convexity are important numbers in bond portfolio management, but it is far from obvious how to calculate them on the TI BAII Plus Professional. Of course, there are formulas that you can type in (see table below), but they aren’t easy for most people to remember and are tedious to enter. In this article I will show you…

How to Calculate Duration and Convexity of a Bond on the TI BAII Plus

Duration and convexity are important numbers in bond portfolio management, but it is far from obvious how to calculate them on the TI BAII Plus. Of course, there are formulas that you can type in (see table below), but they aren’t easy for most people to remember and are tedious to enter. In this article I will show you how…