- bond duration
- Экономика: продолжительность облигации
Универсальный англо-русский словарь. Академик.ру. 2011.
bond duration
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Bond duration — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
Bond duration closed-form formula — Bond duration closed form formula:Dur=frac{Cfrac{(1+ai)(1+i)^m (1+i) (m 1+a)i}{i^2(1+i)^{(m 1+a)+frac{100(m 1+a)}{(1+i)^{(m 1+a)}{P}C = coupon payment per period (half year) i = discount rate per period (half year) a = fraction of a period… … Wikipedia
Bond valuation — is the process of determining the fair price of a bond. As with any security or capital investment, the fair value of a bond is the present value of the stream of cash flows it is expected to generate. Hence, the price or value of a bond is… … Wikipedia
Duration — may refer to: The measure of continuance of any object or event within Time Duration (music) an amount of time or a particular time interval, often cited as one of the fundamental aspects of music Duration (philosophy) a theory of time and… … Wikipedia
Duration (disambiguation) — Duration may refer to:*Duration: an amount of time or a particular time interval, often cited as one of the fundamental aspects of music, see also rhythm. *For duration in economics and finance, see Bond duration and Autoregressive Conditional… … Wikipedia
Bond convexity closed-form formula — (Blake and Orszag): Conv= frac{D}{P}egin{Bmatrix}frac{(m 1+a+1)(m 1+a+2)(1/(1+i))^{(m 1+a+2){i}+2frac{(m 1+a+2)(1/(1+i))^{(m 1+a+2)} (1/(1+i))}{i^2}+2frac{(1/(1+i))^{(m 1+a+2)} (1/(1+i)}{i^3}end{Bmatrix}+frac{B}{P}frac{(m 1+a)(m… … Wikipedia
Bond convexity — In finance, convexity is a measure of the sensitivity of the duration of a bond to changes in interest rates, the second derivative of the price of the bond with respect to interest rates (duration is the first derivative). In general, the higher … Wikipedia
duration — A sophisticated measure of the average timing of cash flows from an asset or a liability or from an asset portfolio or a liability portfolio. Essentially, duration is a more accurate measure of maturity because it reflects the timing of cash… … Financial and business terms
Duration — A measure of the sensitivity of the price (the value of principal) of a fixed income investment to a change in interest rates. Duration is expressed as a number of years. Rising interest rates mean falling bond prices, while declining interest… … Investment dictionary
Bond (finance) — In finance, a bond is a debt security, in which the authorized issuer owes the holders a debt and, depending on the terms of the bond, is obliged to pay interest (the coupon) to use and/or to repay the principal at a later date, termed maturity.… … Wikipedia
Bond market index — A bond market index is a listing of bonds or fixed income instruments and a statistic reflecting the composite value of its components. It is used as a tool to represent the characteristics of its component fixed income instruments. They differ… … Wikipedia
