Macaulay duration：債券的存續期間—Macaulay Duration

債券的存續期間—Macaulay Duration

2007年8月12日—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 ...。其他文章還包含有：「Duration(finance)」、「MacaulayDuration」、「MacaulayDuration-Overview」、「MacaulayDurationExplained」、「MacaulayDurationvs.ModifiedDuration」、「MacaulayDuration:Definition,Formula」、「TheBasicMacaulayDurationTh...

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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 ...

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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.

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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.

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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 ...

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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 ...

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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.

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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.

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