Bond duration is a measurement that tells us how much a bond’s price might change if interest rates fluctuate. Its full definition is actually a little more technical than that since duration ...

Duration measures the bond's sensitivity to interest rate changes. Convexity relates to the interaction between a bond's price and its yield as it experiences changes in interest rates.

Still, more than once I've had clients balk at the idea of investing in bonds, offering the explanation, "They don't return as much as stocks." That's where it becomes the financial advisor's job ...

Modified duration is important for investors in determining whether to buy, sell, or hold bonds. Key findings are powered by ChatGPT and based solely off the content from this article. Findings ...