Duration & Convexity - Fixed Income Bond Basics
Duration Clear Search Browse Terms By Number or Letter: A common gauge of the price sensitivity of a fixed income asset or portfolio to a change in interest
Making sense of duration sensitivity duration Duration Clear Search Browse Terms By Number or Letter: A common gauge of the price sensitivity of a fixed income asset or portfolio to a change in interest duration Table 1 below compares measures of duration for bonds with maturities varying from 1 year to 30 years Duration is based on 8% par fixed-coupon bonds We
duration duration curves are the calendar
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