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Key terms: duration yield modified duration macaulay cash flows cdot interest rate maturity pv sensitivity weighted average convexity coupon macd calculate bond's present value percentage change delta y percentage change in price elasticity cdot t basis point percentage point yield to maturity partial y effective duration partial v issuer leq interest rate changes bond price one percentage point delta v bond duration redeem yield curve repayment bond convexity Search external links cited by footnotes on Wikipedia page Bond duration: |
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