Macaulay duration:Macaulay Duration Explained
Macaulay Duration Explained
Itistheweightedaveragetimeuntilabond'scashflowsarereceived,measuredinyears.Thecalculationinvolvesdividingthepresentvalueofeachcashflow ...。其他文章還包含有:「Duration(finance)」、「MacaulayDuration」、「MacaulayDuration-Overview」、「MacaulayDurationvs.ModifiedDuration」、「MacaulayDuration:Definition,Formula」、「TheBasicMacaulayDurationTheoriesandLimitationsthat...」、「久期」、「債券的存...
查看更多 離開網站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 ...
Macaulay Duration
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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.
Macaulay Duration - Overview
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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
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The Macaulay duration calculates the weighted average time before a bondholder would receive the bond's cash flows. Conversely, the modified duration measures ...
Macaulay Duration: Definition, Formula
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The Macaulay duration is the weighted average term to maturity of the cash flows from a bond.
The Basic Macaulay Duration Theories and Limitations that ...
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ABSTRACT. The concept of duration was proposed by Frederick Macaulay in 1938 and has become a popular tool for measuring financial instruments nowadays.
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) ...
債券的存續期間—Macaulay Duration
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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 ...
海外債券:進階篇(六)馬考雷存續期間及修正後 ...
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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 ...