Duration coupon maturity

2) Macaulay Duration
  1. Debt Funds: Maturity and Duration
  2. A Closed-Form Formula for Calculating Bond Duration on JSTOR
  3. Macaulay Duration Formula and Example
  4. What’s the Difference Between Duration and Maturity?

Debt Funds: Maturity and Duration

Log in Register. Journal Article. Published by: American Economic Association.

Modified Duration

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  • What Is Duration?.
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Yield to maturity. Mathematical theorems. Interest rates. Coupon payments. Yield curves. Price volatility.

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A Closed-Form Formula for Calculating Bond Duration on JSTOR

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Pay attention to names, capitalization, and dates. The American Economic Review.

Philippe Jorion's

Description: The American Economic Review is a general-interest economics journal. Coverage: Vol. Moving Wall: 2 years What is the moving wall?

Macaulay Duration Formula and Example

Terms Related to the Moving Wall Fixed walls: Journals with no new volumes being added to the archive. Absorbed: Journals that are combined with another title. Complete: Journals that are no longer published or that have been combined with another title. Investors also commonly refer to time to maturity which measures the amount of time between now and when a bond matures.

Neither does the time to maturity. How do duration and time to maturity compare? The big difference is in how they are calculated. As mentioned above, calculating duration is a bit more complicated.

What’s the Difference Between Duration and Maturity?

So when you hear the terms maturity and duration, remember that they have very specific meanings for bond investors. This material is not intended to be relied upon as a forecast, research or investment advice, and is not a recommendation, offer or solicitation to buy or sell any securities or to adopt any investment strategy. The opinions expressed are as of November and may change as subsequent conditions vary.

The information and opinions contained in this post are derived from proprietary and nonproprietary sources deemed by BlackRock to be reliable, are not necessarily all-inclusive and are not guaranteed as to accuracy. As such, no warranty of accuracy or reliability is given and no responsibility arising in any other way for errors and omissions including responsibility to any person by reason of negligence is accepted by BlackRock, its officers, employees or agents.

  • Duration: Understanding the relationship between bond prices and interest rates;
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