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#bonds #duration #finance
Question
Macaulay duration is a weighted average [...] until repayment (measured in [...])
time until repayments, e.g. coupons and principal (measured in units of time such as years)

Tags
#bonds #duration #finance
Question
Macaulay duration is a weighted average [...] until repayment (measured in [...])
?

Tags
#bonds #duration #finance
Question
Macaulay duration is a weighted average [...] until repayment (measured in [...])
time until repayments, e.g. coupons and principal (measured in units of time such as years)
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Macaulay duration is a weighted average time until repayment (measured in units of time such as years)

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Bond duration - Wikipedia, the free encyclopedia
the asset. This gives the well-known relation between Macaulay duration and modified duration quoted above. It should be remembered that, even though Macaulay duration and modified duration are closely related, they are conceptually distinct. <span>Macaulay duration is a weighted average time until repayment (measured in units of time such as years) while modified duration is a price sensitivity measure when the price is treated as a function of yield, the percentage change in price with respect to yield. Units For modified du

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