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The bond valence method or mean method (or bond valence sum) (not to be mistaken for the valence bond theory in quantum chemistry) is a popular method in coordination chemistry to estimate the oxidation states of atoms. It is derived from the bond valence model, which is a simple yet robust model for validating chemical structures with ...
In the analysis of the molecular formula of organic molecules, the degree of unsaturation (DU) (also known as the index of hydrogen deficiency (IHD), double bond equivalents (DBE), or unsaturation index [1]) is a calculation that determines the total number of rings and π bonds. A formula is used in organic chemistry to
Duration is a linear measure of how the price of a bond changes in response to interest rate changes. It is approximately equal to the percentage change in price for a given change in yield, and may be thought of as the elasticity of the bond's price with respect to discount rates. For example, for small interest rate changes, the duration is ...
There are a few factors to know when calculating bond prices, including: Coupon rate: ... Many investors may use the following formula to calculate bond prices: P(T 0) = [PMT ...
All superlative indices produce similar results and are generally the favored formulas for calculating price indices. [14] A superlative index is defined technically as "an index that is exact for a flexible functional form that can provide a second-order approximation to other twice-differentiable functions around the same point." [15]
For homonuclear A–A bonds, Linus Pauling took the covalent radius to be half the single-bond length in the element, e.g. R(H–H, in H 2) = 74.14 pm so r cov (H) = 37.07 pm: in practice, it is usual to obtain an average value from a variety of covalent compounds, although the difference is usually small.
Bond convexity is a measure of the sensitivity of the duration to changes in interest rates, the second derivative of the price of the bond with respect to interest rates (duration is the first derivative); it is then analogous to gamma. In general, the higher the convexity, the more sensitive the bond price is to the change in interest rates.
Construct a corresponding tree of bond-prices, where the underlying bond is valued at each node by "backwards induction": at its final nodes, bond value is simply face value (or $1), plus coupon (in cents) if relevant; if the bond-date and tree-date do not coincide, these are then discounted to the start of the time-step using the node-specific ...