Macaulay duration
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「Macaulay duration」文章包含有：「MacaulayDuration:Definition,Formula」、「海外債券：進階篇（六）馬考雷存續期間及修正後...」、「MacaulayDuration-Overview」、「MacaulayDurationvs.ModifiedDuration」、「債券的存續期間—MacaulayDuration」、「MacaulayDurationExplained」、「Duration(finance)」、「久期」、「TheBasicMacaulayDurationTheoriesandLimitationsthat...」、「MacaulayDuration」
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Macaulay Duration: Definition, Formula
https://www.investopedia.com
The Macaulay duration is the weighted average term to maturity of the cash flows from a bond.
海外債券：進階篇（六）馬考雷存續期間及修正後 ...
https://ctbcsec.win168.com.tw
在實務上存續期間有兩種常用的計算方式，一種是馬考雷存續期間（Macaulay Duration），另一種是修正存續期間（Modified Duration）。馬考雷存續期間是由Frederick Macaulay ...
Macaulay Duration - Overview
https://corporatefinanceinstit
Macaulay duration is the weighted average of the time to receive the cash flows from a bond. It is measured in units of years.
Macaulay Duration vs. Modified Duration
https://www.investopedia.com
The Macaulay duration calculates the weighted average time before a bondholder would receive the bond's cash flows. Conversely, the modified duration measures ...
債券的存續期間—Macaulay Duration
https://greenhornfinancefootno
你好，我再看這篇文章，發現這一句我看不懂。 「比方說某債券讓你在一年後拿回50元，兩年後拿回50元，所以你拿回這些錢的平均時間是(1*50 + 2*50)/100=1.5 ...
Macaulay Duration Explained
https://cbonds.com
It is the weighted average time until a bond's cash flows are received, measured in years. The calculation involves dividing the present value of each cash flow ...
Duration (finance)
https://en.wikipedia.org
Macaulay duration is a time measure with units in years and really makes sense only for an instrument with fixed cash flows. For a standard bond, the Macaulay ...
久期
https://wiki.mbalib.com
久期（Duration）久期有許多不同的形式和解釋。幾種尤為重要的種類是麥考萊久期(Macaulay duration)、修正久期(Modified duration)、封閉式久期(Closed-form duration) ...
The Basic Macaulay Duration Theories and Limitations that ...
https://www.atlantis-press.com
ABSTRACT. The concept of duration was proposed by Frederick Macaulay in 1938 and has become a popular tool for measuring financial instruments nowadays.
Macaulay Duration
https://analystprep.com
It is 120 days into the first coupon period, so the first cash flow will be received in 1–120360 1 – 120 360 years or 0.6667 years.