Bond Math Essentials:
How Duration and DV01 Quantify Interest-Rate Exposure

  • Author:
    Geoff Robinson
  • Level: 
    Intermediate to advanced
  • Study time:
    1 hour
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Course overview
This playlist provides a structured, analyst-focused introduction to interest-rate risk in fixed income. It begins with a clear explanation of duration and why it remains the core metric for measuring a bond’s sensitivity to rate movements. The series then moves into DV01, breaking down how it isolates the value impact of a one-basis-point shift.

Finally, a full worked example shows how to calculate DV01 step-by-step, reinforcing the intuition behind the numbers. Together, the videos build a complete foundation for understanding and modelling interest-rate exposure in bond portfolios.

What's included?

  • 3 videos
  • Your complete, intuitive guide to mastering duration, DV01, and interest-rate sensitivity in fixed income.
  • Insights from a #1 ranked data-driven analyst

Who should watch this playlist? 

This playlist is ideal for investment analysts, fixed-income students, and portfolio managers who want to deepen their understanding of duration, DV01, and practical interest-rate risk modelling. It's designed for anyone seeking clear explanations and hands-on examples that strengthen real-world bond analysis skills.

Why TheInvestmentAnalyst.com?

We are the only training house that is able to bring top-ranked analyst experience into your classroom. We buck the trend. Most training businesses recruit junior ex-bankers to become their trainer. Our instructors cut their teeth teaching and then gain senior experience with investment banks.

We believe, you could not be in better hands.

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Geoff Robinson
FCA FMVA MFM

Thought leader, instructor, writer, financial influencer, Former UBS Managing Director and 8x #1 ranked analysts EMEA Institutional Investor Survey
ABOUT Geoff
Geoff has had a varied career. He was a Managing Director within UBS Equity Research, leading their Global Fundamental Analytics franchise. During this time, he was #1, ranked 10x in the EMEA Institutional Investor Survey. Before UBS, he was a material equity investor and LBO co-investor in two market exited training consultancies. Geoff has a passion for learning and is well-known for his ability to break down complex subject matter and distil it to an audience in a digestible and engaging manner. He brings this passion to TheInvestmentAnalyst.com. 
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