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#bonds #duration #finance

Question

[...] duration calculates the present values of the relevant cashflows (more strictly) by using the zero coupon yield for each respective maturity.

Answer

Fisher-Weil

Tags

#bonds #duration #finance

Question

[...] duration calculates the present values of the relevant cashflows (more strictly) by using the zero coupon yield for each respective maturity.

Answer

?

Tags

#bonds #duration #finance

Question

[...] duration calculates the present values of the relevant cashflows (more strictly) by using the zero coupon yield for each respective maturity.

Answer

Fisher-Weil

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Fisher-Weil duration calculates the present values of the relevant cashflows (more strictly) by using the zero coupon yield for each respective maturity.

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**Bond duration - Wikipedia, the free encyclopedia**

ly 7% in value if the interest rate increased by one percentage point (say from 7% to 8%).[6] Fisher-Weil Duration[edit] Fisher-Weil duration is a refinement of Macaulay’s duration which takes into account the term structure of interest rates.<span>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 rate durations (also called partial DV01s or partial durations) are a natural extension of the total modified duration to measuring sensitivity to shifts

Fisher-Weil duration calculates the present values of the relevant cashflows (more strictly) by using the zero coupon yield for each respective maturity.

ly 7% in value if the interest rate increased by one percentage point (say from 7% to 8%).[6] Fisher-Weil Duration[edit] Fisher-Weil duration is a refinement of Macaulay’s duration which takes into account the term structure of interest rates.<span>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 rate durations (also called partial DV01s or partial durations) are a natural extension of the total modified duration to measuring sensitivity to shifts

status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
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repetition number in this series | 0 | memorised on | scheduled repetition | ||||

scheduled repetition interval | last repetition or drill |

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