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www.investopedia.com/calculator/MDuration.aspx
www.investopedia.com/calculator/MDuration.aspx
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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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The Medscape Journal ... Allergy & Clinical Immunology ... Diabetes & Endocrinology...
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www.medscape.com/medline/abstract/14657244
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Duration is a measure of the average (cash-weighted) term-to-maturity of a bond. The are two types of duration, Macaulay duration and modified duration. Macaulay duration is useful in immunization, where a portfolio of bonds is constructed to fund a known liability.
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www.finpipe.com/duration.htm
www.finpipe.com/duration.htm
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modified duration - definition of modified duration - A measure of the price sensitivity of a bond to interest rate movements. Equal to the Macaulay Duration divided by (1+ (bond yield/k)) where k is the... ... modified duration in the news...
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www.investorwords.com/3087/modified_duration.html
www.investorwords.com/3087/modified_duration.html
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Mentioned in these definitions ... modified duration in the news ... Actually the Macaulay duration adjusted for compounding, it indicates the percentage change in the value of the instrument for each one percentage point change in prevailing interest rates.
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www.businessdictionary.com/definition/modified-duration...
www.businessdictionary.com/definition/modified-duration.html
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The modified duration is a measure of the sensitivity of a bond price to interest rates: ... The percentage change in the price is equal to the change in interest rates multiplied by the modified duration. This is an approximation and becomes less accurate for larger interest rate changes. Interest rate changes are...
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moneyterms.co.uk/modified-duration/
moneyterms.co.uk/modified-duration/
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A formula that expresses the measurable change in the value of a security in response to a change in interest rates. It is calculated as follows: Where n = number of coupon periods per year, YTM = the bond's yield to maturity.
http://financial-dictionary.thefreedictionary.com/Modif...
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Business, Information Technology, Finance & Risk Management and Stock Market Financials Research on Modified Duration. ... Meta-Search for Modified Duration in: ixquick Info Clusty SurfWax...
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