Explore the intricacies of measuring interest rate risk, focusing on the inverse relationship between bond prices and interest rates, the concept of duration, and strategies to mitigate risk in bond portfolios.
Explore the concept of convexity in bond pricing, its importance, calculation, and role in bond portfolio management. Learn how convexity enhances duration-based estimates and provides better price sensitivity analysis.
Explore the intricacies of immunization strategies in bond investing, focusing on minimizing interest rate risk by matching the duration of assets and liabilities.
Explore the intricacies of reinvestment risk, its impact on investors, influencing factors, and strategies to mitigate it within the Canadian Securities landscape.