Understanding bond prices and yields

This video dives into the theoretical valuation of bonds, explaining how to calculate fair value by discounting future cashflows like coupons and principal redemption. It explores the relationship between bond yields, coupon rates, and prices, demonstrating how changes in yield impact a bond’s value.

You can download the Excel file to experiment with different inputs and see the bond pricing changes in action.

Watch the series

Time value of money and discounted cash flows


  • date2025-06-19

Macaulay and modified duration


  • date2025-07-17