Bond Duration (Macaulay & Modified)
Duration measures weighted average time to receive bond cash flows, approximating interest rate sensitivity: price change ≈ -duration × Δyield.
Difficulty:intermediate
References
🔒
100% Gratis
Tanpa registrasi
✓
Akurat
Formula terverifikasi
⚡
Instan
Hasil langsung
📱
Ramah mobile
Semua perangkat