Calculating Macauley, Modified, and Effective Bond Durations in Excel
Ryan O'Connell, CFA, FRM Ryan O'Connell, CFA, FRM
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 Published On Aug 21, 2023

Join Ryan O'Connell, CFA, FRM, as he dives deep into Calculating Macauley, Modified, and Effective Bond Durations using Excel. Starting with the basics of calculating the present value of a semi-annual bond, this tutorial will guide you step-by-step through the intricacies of bond duration calculations. Bond duration is a key concept for understanding interest rate risk. Whether you're a finance professional or just keen to learn, this video offers valuable insights and hands-on techniques. Don't forget to like, share, and subscribe for more expert finance tutorials!

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Chapters:
0:00 - Intro to Calculating Bond Durations in Excel
0:13 - Calculating the Present Value of Semi-Annual Bond
2:37 - Calculate Macauley Duration
4:05 - Calculate Modified Duration
5:21 - Calculate Effective Duration

Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.

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