modified duration
Modifieddurationismeasuredasthepercentchangeinpriceperoneunit(percentagepoint)changeinyieldperyear(forexampleyieldgoingfrom8%peryear ...,Modifieddurationisaformulathatexpressesthemeasurablechangeinthevalueofasecurityinresponsetoachangeininterestr...
債券的存續期間—Modified Duration
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2007年8月12日—實際上常用修正存續期間(Modifiedduration)來估算利率變化時,債券價格的變動。修正存續期間等於Macaulayduration除以(1+YTM/年配息次數)。
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