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  2. Duration (finance) - Wikipedia

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

    Modified duration is defined above as a derivative (as the term relates to calculus) and so is based on infinitesimal changes. Modified duration is also useful as a measure of the sensitivity of a bond's market price to finite interest rate (i.e., yield) movements. For a small change in yield, ,

  3. 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]

  4. Fixed-income attribution - Wikipedia

    en.wikipedia.org/wiki/Fixed-income_attribution

    The modified duration of a bond assumes that cash flows do not change in response to movements in the term structure, which is not the case for an MBS. For instance, when rates fall, the rate of prepayments will probably rise and the duration of the MBS will also fall, which is entirely the opposite behavior to a vanilla bond.

  5. How Risky Are Your Bonds? Here's How to Tell - AOL

    www.aol.com/news/2013-03-15-bonds-risk-interest...

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

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

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  7. 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.

  8. 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.

  9. 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 ...