Related articles:
Bond convexity
Bond valuation
Yield to maturity
Yield curve
Zero-coupon bond
Key terms:
bond
duration
yield
maturity
cash flows
interest rate
convexity
portfolio
leq
delta r
coupon
partial v
partial r
calculate
delta t
discounted
sensitivity
delta y
approximation
present value
issuer
macaulay duration
ldots
delta v
weighted average
repaid
redeem
cdot v
quadratic
per annum
dollar duration
compounded
yield to maturity
cashflows
modified duration
bond convexity
effective duration
yield curve
market price
bond changes
interest rate changes
until maturity
redemption yield
embedded options
time to maturity
bond with respect
maturity of the bond
changes in interest rates
weighted average maturity
measure of the sensitivity
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