Fisher-Weil duration is a refinement of Macaulay’s duration which takes into account the [...].
Answer
term structure of interest rates
Tags
#bonds #duration #finance
Question
Fisher-Weil duration is a refinement of Macaulay’s duration which takes into account the [...].
Answer
?
Tags
#bonds #duration #finance
Question
Fisher-Weil duration is a refinement of Macaulay’s duration which takes into account the [...].
Answer
term structure of interest rates
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Open it Fisher-Weil duration is a refinement of Macaulay’s duration which takes into account the term structure of interest rates.
Original toplevel document
Bond duration - Wikipedia, the free encyclopedia a 15-year bond with a Macaulay duration of 7 years would have a Modified duration of roughly 7% and would fall approximately 7% in value if the interest rate increased by one percentage point (say from 7% to 8%).[6]
Fisher-Weil Duration[edit]
<span>Fisher-Weil duration is a refinement of Macaulay’s duration which takes into account the term structure of interest rates.Fisher-Weil duration calculates the present values of the relevant cashflows (more strictly) by using the zero coupon yield for each respective maturity.[7]
Key Rate Duration[edit]
Key r
Summary
status
not learned
measured difficulty
37% [default]
last interval [days]
repetition number in this series
0
memorised on
scheduled repetition
scheduled repetition interval
last repetition or drill
Details
No repetitions
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