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  2. Duration (finance) - Wikipedia

    en.wikipedia.org/wiki/Duration_(finance)

    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 duration will be between 0 and the maturity of the bond. It is equal to the maturity if and only if the bond is a zero-coupon bond.

  3. Frederick Macaulay - Wikipedia

    en.wikipedia.org/wiki/Frederick_Macaulay

    Frederick Robertson Macaulay (August 12, 1882 – March 1970) was a Canadian economist of the Institutionalist School. He is known for introducing the concept of bond duration . [ 1 ] Macaulay's contributions also include a mammoth empirical study of the time series behavior of interest rates published in 1938 and a study of short selling on ...

  4. Floating rate note - Wikipedia

    en.wikipedia.org/wiki/Floating_rate_note

    Some believe that these securities carry little interest rate risk [3] because 1) a floating rate note's Macaulay Duration is approximately equal to the time remaining until the next interest rate adjustment; therefore its price shows very low sensitivity to changes in market rates; and 2) when market rates rise, the expected coupons of the FRN ...

  5. What Is Duration? - AOL

    www.aol.com/news/duration-170119136.html

    Whether you take an aggressive or conservative approach to investing, your asset allocation is likely to include some bonds. When reading about or researching bonds, you’ll hear about duration ...

  6. Stock duration - Wikipedia

    en.wikipedia.org/wiki/Stock_duration

    The duration of an equity is a noisy analogue of the Macaulay duration of a bond, due to the variability and unpredictability of dividend payments. The duration of a stock or the stock market is implied rather than deterministic. Duration of the U.S. stock market as a whole, and most individual stocks within it, is many years to a few decades.

  7. Macaulay - Wikipedia

    en.wikipedia.org/wiki/Macaulay

    Macaulay matrix, a generalization of Sylvester matrix to n homogeneous polynomials in n variables. Macaulay brackets, a notation used to describe the ramp function. Macaulay Duration, a special case of bond duration, named after Frederick Macaulay (1882-1970).

  8. Bond convexity - Wikipedia

    en.wikipedia.org/wiki/Bond_convexity

    Duration is a linear measure or 1st derivative of how the price of a bond changes in response to interest rate changes. As interest rates change, the price is not likely to change linearly, but instead it would change over some curved function of interest rates.

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