Macaulay duration、存續期間模型、存續期間計算題在PTT/mobile01評價與討論，在ptt社群跟網路上大家這樣說
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Macaulay duration在Macaulay Duration - Investopedia的討論與評價
The Macaulay duration is the weighted average term to maturity of the cash flows from a bond. The weight of each cash flow is determined by dividing the ...
Macaulay duration在Bond duration - Wikipedia的討論與評價
Macaulay duration, named for Frederick Macaulay who introduced the concept, is the weighted average maturity of cash flows, ...
Macaulay duration在Macaulay Duration - Overview, How To Calculate, Factors的討論與評價
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 tells the ...
Macaulay duration在ptt上的文章推薦目錄
Macaulay duration在債券的存續期間—Macaulay Duration - 綠角財經筆記的討論與評價
這篇文章介紹1938年即由Frederick Macaulay發展出的Macaulay duration。 存續期間衡量某張債券的持有人平均在多少時間後可以拿回債券的配息和本金。比方說 ...
Macaulay duration在Macaulay Duration的討論與評價
Macaulay Duration. •What is the Macaulay Duration? •The Macaulay Duration, Dm, of a collection of cash flows, CFj,is a weighted average (mean) of times.
Macaulay duration在Macaulay's Duration: An Appreciation - jstor的討論與評價
of Frederick R. Macaulay's monumental study' of railroad bond prices. In that study, Macaulay proposed the measure duration to represent.
Macaulay duration在Duration and convexity are important bond concepts的討論與評價
Graphically, Macaulay Duration is the point of balance (in years) for the cash flows from the bond (see below). macaulay-duration-graph. Modified Duration.
Macaulay duration在Understanding Duration - BlackRock的討論與評價
In 1938, economist Frederick Macaulay suggested duration as a way of determining the price volatility of bonds. 'Macaulay duration' is now the most common ...
Macaulay duration在Macaulay Duration | Brilliant Math & Science Wiki的討論與評價
The Macaulay duration of a bond is the weighted average maturity of cash flows, which acts as a measure of a bond's sensitivity to interest rate changes.
Macaulay duration在Macaulay Duration (Definition, Formula) - WallStreetMojo的討論與評價
Macaulay Duration is the length of time taken by the investor to recover his invested money in the bond through coupons and principal repayment.