Whether you take an aggressive or conservative approach to investing, your asset allocation is likely to include some bonds. When reading about or researching bonds, you’ll hear about duration, an ...
金利が動いたときに、債券価格がどれだけ動くかを近似する指標です。 「金利リスクの物差し」として使われます。 3.定義 マコーレー・デュレーションは、キャッシュフローの現在価値で重み付けした平均回収期間です。 修正デュレーションは価格感応 ...
Duration is a measure that's closely rated to the term of a fixed-income security, and is used to determine the price sensitivity of the security when there is a change in interest rates. Learn how ...
Duration measures the sensitivity of a bond's price to changes in interest rates, representing the weighted average time it takes for an investor to be repaid the bond's price through its cash flows, ...