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Bond duration - Macaulay duration | | Bond duration - Macaulay duration: Encyclopedia II - Bond duration - Macaulay duration | | Macaulay duration is the weighted average maturity of a bond where the weights are the relative discounted cash flows in each period.
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See also:Bond duration, Bond duration - Price, Bond duration - Cash Flow, Bond duration - Macaulay duration, Bond duration - Modified duration, Bond duration - Embedded options and effective duration, Bond duration - Convexity, Bond duration - Average duration, Bond duration - PVO1, Bond duration - Lists | | | Bond duration, Bond duration - Average duration, Bond duration - Cash Flow, Bond duration - Convexity, Bond duration - Embedded options and effective duration, Bond duration - Lists, Bond duration - Macaulay duration, Bond duration - Modified duration, Bond duration - PVO1, Bond duration - Price, Bond convexity, Bond valuation, Immunization (finance), Stock duration | | |
| | | Bond duration: Encyclopedia II - Bond duration - Macaulay duration
Bond duration - Macaulay duration
Macaulay duration is the weighted average maturity of a bond where the weights are the relative discounted cash flows in each period.
Other related archivesBond convexity, Bond valuation, Convexity, Immunization (finance), List of finance topics, Stock duration, bond, convex function, derivative, economics, finance, interest rate, linear, mutual fund, portfolio, yield to maturity
 Adapted from the Wikipedia article "Macaulay duration", under the G.N U Free Docmentation License. Please also see http://en.wikipedia.org/wiki |
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