Fixed Income Risk Measures     Financial_services > Investment banking and brokerage > Fixed Income Risk Measures
	Basis Point Value Definitions of price value of a basis point move provided by the Kuala Lumpur Stock Exchange's Riiam Information System.
Duration Matching and Convexity Lecture notes from the University of Illinois.
Convexity Part of a lecture note by Soeren Nielson of the University of Copenhagen.
CFOcenter.com: Convexity An article by JC Bradford and Co. from January 2000 describing convexity properties for bonds with and without options.
Convexity and the Term Structure of Interest Rates Lecture notes from the University of Illinois.
Risk Measures: Duration and Convexity Definitions and applications of bond risk measures by Contingency Analysis.
Bond Prices and Sensitivities A series of lecture notes by professor G. William Schwert of the University of Rochester that details duration and convexity math and applications.
Bond Returns and Characteristics A primer on bond yield definitions and sensitivity to changes in price.
Interest Rate Risk and Duration Characteristics Lecture notes from the University of Illinois.
The Concept of Duration Sharpened Definitions, along with mathematical presentation, of various measures of a bond's sensitivity to interest rate movement.
Interest Rate Risk Detailed class notes that describe the main theories of the term structure of interest rates, including expectations, liquidity and preferred habitat theories.
Interest Rate Risk Management Lecture notes by P.V. Viswanath of Pace University on the measurement and management of interest-rate risk.
Duration Calculator Tool that calculates yield-to-maturity and duration from price and coupon data. Click on 'Risk Hedger.'
MacCauley and Modified Duration Calculations and definitions of duration measurement. Part of a lecture by Soeren Nielson of the University of Copenhagen.
Finpipe.com: Duration and Convexity Definitions and applications by finpipe.com.
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