https://gdpark.blog/tags/key-rate-duration/Recent content in Key Rate Duration on gdpark.blogHugoenSat, 28 Dec 2024 00:00:00 +0000https://gdpark.blog/posts/cfa-l2-08-yield-curve-risks-and-economic-factors-nelson-siegel-model/Mon, 18 Nov 2024 00:00:00 +0000https://gdpark.blog/posts/cfa-l2-08-yield-curve-risks-and-economic-factors-nelson-siegel-model/Why effective duration falls flat for non-parallel yield curve shifts — and how key rate duration and the Nelson-Siegel model actually fix that.https://gdpark.blog/posts/cfa-l2-17-key-rate-duration-partial-duration/Sat, 28 Dec 2024 00:00:00 +0000https://gdpark.blog/posts/cfa-l2-17-key-rate-duration-partial-duration/A casual walkthrough of duration — modified, effective, and key rate — and why assuming a parallel yield curve shift doesn’t always cut it.