macaulay duration - Axtarish в Google
The Macaulay duration is the weighted average term to maturity of the cash flows from a bond.
Дюрация Дюрация
Дюрация, D — термин финансового анализа — средняя срочность приведенного потока платежей. Это период времени до момента полного возврата инвестиций, а также мера риска процентных ставок. Дюрация показывает, на сколько процентов снизится цена... Википедия
Macaulay duration is the weighted average of the time to receive the cash flows from a bond. It is measured in units of years.
The Macaulay duration calculates the weighted average time before a bondholder would receive the bond's cash flows. Overview · The Macaulay Duration · The Modified Duration
Strictly speaking, Macaulay duration is the name given to the weighted average time until cash flows are received and is measured in years.
6 авг. 2023 г. · The Macaulay duration represents the average time until a bond's cash flows are received and is calculated as the weighted sum of their ...
Macaulay duration measures the sensitivity of a bond's full price to changes in its yield. A high duration means a high price fluctuation when the yield changes ...
8 сент. 2023 г. · Macaulay duration is the weighted average time until a bond's cash flows are received. It signifies the holding period for a bond that balances both ...
Macaulay Duration, a critical metric in bond investments, represents the weighted average time it takes for a bond's cash flows, including coupon payment and ...
6 июн. 2024 г. · It is the weighted average time until a bonds cash flows (coupon payment and principal amount repayments) are received. It measure the time an ...
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