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Calculating Bond Prices ... Example of calculating bond duration (using previous bond example): ... Duration and Bond Price Volatility...
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www.cbe.wwu.edu/hall/MBA542/valuation_of_bonds.htm
www.cbe.wwu.edu/hall/MBA542/valuation_of_bonds.htm
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For each of the two basic types of bonds the duration is the following: 1. Zero-Coupon Bond – Duration is equal to its time to maturity. 2. Vanilla Bond - Duration will always be less than its time to maturity. ... For calculating the duration of these types of bonds, effective duration is the most appropriate.
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www.investopedia.com/university/advancedbond/advancedbo...
www.investopedia.com/university/advancedbond/advancedbond5.asp
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Advanced Bond Concepts: Duration - Bonds with higher duration carry more risk, making this measure an important one for investors to calculate. ... Investopedia explains Modified Duration; Modified duration follows the concept that interest rates and bond prices move in opposite directions. This formula is used to...
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www.investopedia.com/terms/m/modifiedduration.asp
www.investopedia.com/terms/m/modifiedduration.asp
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Author info | Abstract | Publisher info | Download info | Related research | Statistics ... Benesh, Gary A; ... To our knowledge, this item is not available for download. To find whether it is available, there are three options: 1. Check below under "Related research" whether another version of this item is available online.
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ideas.repec.org/a/bla/finrev/v19y1984i4p394-96.html
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Yield-to-Maturity...
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www.kurtteej.com/tools/bonddura.asp
www.kurtteej.com/tools/bonddura.asp
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Therefore this bond, with a current value of $898.48, has a Duration of –2.7761. The steps in calculating the Duration as it appears above are: 1. Determine the coupon rate.
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www.regentschoolpress.com/BondDuration.pdf
www.regentschoolpress.com/BondDuration.pdf
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Bond duration - Wikipedia, the free encyclopedia
In finance, the duration of a financial asset measures the sensitivity of the asset's price to interest rate movements. There are various definitions of duration and derived quantities, discussed be...
en.wikipedia.org/wiki/Bond_duration
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In the previous examples, we were given the fair interest rate, and were interested in calculating the price. Now we are given the bond price, and are asked to calculate the yield to maturity. ... We will say that Bond B has a greater duration than Bond A.
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www.duke.edu/~charvey/Classes/ba350_1997/bondval/bondva...
www.duke.edu/~charvey/Classes/ba350_1997/bondval/bondval.htm
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One of the biggest dangers to bond investors can be calculated by something called bond duration. It is a measure of interest rate risk and, ...
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beginnersinvest.about.com/lw/Business-Finance/Personal-...
beginnersinvest.about.com/lw/Business-Finance/Personal-finance/Understanding-Bond-Duration.htm
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