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2. Duration (finance) - Wikipedia

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

   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. Modified duration, on the other hand, is a mathematical derivative (rate of change) of price and measures the percentage rate of change of price with respect to yield.

3. How lower rates from the Fed impact bond investors - AOL

   www.aol.com/finance/lower-rates-fed-impact-bond...

   Adjust bond allocations based on duration. In a lower-rate environment, long-term bonds benefit the most because they lock in higher yields over time. Consider rethinking the role longer-term ...

4. Weighted-average life - Wikipedia

   en.wikipedia.org/wiki/Weighted-Average_Life

   Bond duration Bond duration is the weighted-average time to receive the discounted present values of all the cash flows (including both principal and interest), while WAL is the weighted-average time to receive simply the principal payments (not including interest, and not discounting). For an amortizing loan with equal payments, the WAL will ...

5. Investment-grade bonds vs. high-yield bonds: How they differ

   www.aol.com/finance/investment-grade-bonds-vs...

   Funds are typically organized by the bond’s duration or type. Buying bonds through the U.S. Treasury: If you’re looking to specifically buy government bonds, you can go through Treasury Direct ...

6. Bond convexity - Wikipedia

   en.wikipedia.org/wiki/Bond_convexity

   The more curved the price function of the bond is, the more inaccurate duration is as a measure of the interest rate sensitivity. [2] Convexity is a measure of the curvature or 2nd derivative of how the price of a bond varies with interest rate, i.e. how the duration of a bond changes as the interest rate changes. [3]

7. This Loophole Could Help You Want Buy More than $10,000 in I ...

   www.aol.com/finance/buy-more-10-000-bonds...

   Unlike other U.S. securities, these bonds are sold at face value — meaning if you purchase a $100 bond, the price will be $100. The bond duration runs from one year to 30 years. The bond ...

8. Bond valuation - Wikipedia

   en.wikipedia.org/wiki/Bond_valuation

   For example, for small interest rate changes, the duration is the approximate percentage by which the value of the bond will fall for a 1% per annum increase in market interest rate. So the market price of a 17-year bond with a duration of 7 would fall about 7% if the market interest rate (or more precisely the corresponding force of interest ...

9. Duration Risk is a Key Concern of Bond Investors as Credit ...

   www.aol.com/2013/05/20/duration-risk-is-a-key...

   Duration Risk is a Key Concern of Bond Investors as Credit and Spread Levels Have Some Fundamental Support, Says Market Vectors' Fran Rodilosso NEW YORK--(BUSINESS WIRE)-- Duration* risk remains a ...