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  2. Duration (finance) - Wikipedia

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

    In contrast to Macaulay duration, modified duration (sometimes abbreviated MD) is a price sensitivity measure, defined as the percentage derivative of price with respect to yield (the logarithmic derivative of bond price with respect to yield). [15] Modified duration applies when a bond or other asset is considered as a function of yield.

  3. 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.

  4. Bond convexity - Wikipedia

    en.wikipedia.org/wiki/Bond_convexity

    Therefore, increases in r must decrease the duration (or, in the case of zero-coupon bonds, leave the unmodified duration constant). [13] [14] Note that the modified duration D differs from the regular duration by the factor one over 1 + r (shown above), which also decreases as r is increased.

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  6. 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 ...

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    Cowlick vs. Balding: Key Differences. A cowlick differs from a bald spot in a couple key ways.. First, a cowlick is a natural, normal feature of your scalp that occurs as a result of your genes.

  9. Yield elasticity of bond value - Wikipedia

    en.wikipedia.org/wiki/Yield_elasticity_of_bond_value

    This is equal to the Macaulay duration times the discount rate, or the modified duration times the interest rate. If the elasticity is below -1, or above 1 if the absolute value is used, the product of the two measures, value times yield or the interest income for the period will go down when the yield goes up.