Calculating Duration, Lecture 021, Securities Investment 101, Video 00024

MithrilMoney
MithrilMoney
42.5 هزار بار بازدید - 11 سال پیش - Before we delve deeper into
Before we delve deeper into the mysteries of duration and convexity, now is a good opportunity to actually calculate duration, at least in its form as an average weighted cashflow period, known as Macaulay's Duration. We do this both the long way, from first principles, and by using Excel's built-in 'DURATION' command.

Previous lecture: Introducing Duration, Lecture 020, Se...
Next lecture: The Importance of Macaulay's Duration...

For financial education from London to Singapore and beyond, please contact MithrilMoney via the following website:

http://mithrilmoney.com/

This MithrilMoney lecture was delivered by Andy Duncan, CQF.

Please read our disclaimer:

http://mithrilmoney.com/disclaimer/
11 سال پیش در تاریخ 1392/09/03 منتشر شده است.
42,538 بـار بازدید شده
... بیشتر