Results 1 - 10 for Bond duration

Bond duration - Wikipedia, the free encyclopedia
In finance, the duration of a financial asset, specifically a bond, is a measure of the sensitivity of the asset's price to interest rate movements.
http://wiki.healthhaven.com/Bond_duration
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Advanced Bond Concepts: Duration
The term duration has a special meaning in the context of bonds. It is a measurement of how long, in years, it takes for the price of a bond to be repaid by its internal cash flows ...
http://www.investopedia.com/university/advancedbond/advancedbond5.asp
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Bond Duration - What It Is and How to Calculate It
One of the biggest dangers to bond investors can be calculated by something called bond duration. It is a measure of interest rate risk and, if left unchecked, having a higher ...
http://beginnersinvest.about.com/lw/Business-Finance/Personal-finance/Understanding-Bond-Duration.htm
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Bond Duration
Bond Duration Convexity of Bond Curve $500.00 $600.00 $700.00 $800.00 $900.00 $1,000.00 $1,100.00 6.0%7.0%8.0%9.0%10.0% Yield To Maturity Market Value We already know that the ...
http://www.regentschoolpress.com/BondDuration.pdf
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duration Definition
If an investor expects interest rates to fall during the course of the time the bond is held, a bond with a long duration would be appealing because the bond's price would increase ...
http://www.investorwords.com/1602/duration.html
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Bond duration financial definition of Bond duration. Bond duration ...
TO PROTECT AGAINST reinvestment and price risk, bond investments can be immunized; that is, the bond duration is equal to the investor's desired holding period.
http://financial-dictionary.thefreedictionary.com/Bond+duration
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Duration
Advanced Bond Concepts: Duration - Bonds with higher duration carry more risk, making this measure an important one for investors to calculate.
http://www.investopedia.com/terms/d/duration.asp
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Bond duration: Definition from Answers.com
The weighted-average term to maturity of the cash flows from a bond. The weight of each cash flow is determined by dividing the present value of the cash flow by the price ...
http://www.answers.com/topic/bond-duration
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Bond convexity - Wikipedia, the free encyclopedia
In finance, convexity is a measure of the sensitivity of the duration of a bond to changes in interest rates. There is an inverse relationship between convexity and sensitivity ...
http://wiki.healthhaven.com/Bond_convexity
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PIMCO - Duration Basics
Duration is the most commonly used measure of risk in bond investing. Duration incorporates a bond's yield, coupon, final maturity and call features into one number, expressed in ...
http://www.pimco.com/LeftNav/Bond+Basics/2007/Duration_Basics.htm
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