- published: 17 Jan 2014
- views: 50746
Duration may refer to:
In finance, the duration of a financial asset that consists of fixed cash flows, for example a bond, is the weighted average of the times until those fixed cash flows are received. When an asset is considered as a function of yield, duration also measures the price sensitivity to yield, the rate of change of price with respect to yield or the percentage change in price for a parallel shift in yields.
The dual use of the word "duration", as both the weighted average time until repayment and as the percentage change in price, often causes confusion. Strictly speaking, Macaulay duration is the name given to the weighted average time until cash flows are received, and is measured in years. Modified duration is the name given to the price sensitivity and is the percentage change in price for a unit change in yield.
Both measures are termed "duration" and have the same (or close to the same) numerical value, but it is important to keep in mind the conceptual distinctions between them. Macaulay duration is a time measure with units in years, and really makes sense only for an instrument with fixed cash flows. For a standard bond the Macaulay duration will be between 0 and the maturity of the bond. It is equal to the maturity if and only if the bond is a zero-coupon bond.

Investopedia Video: The Basics Of Bond Duration
Macaulay Duration
Tim Bennett Explains: Duration - The word every bond investor should understand
Duration Intro and Calculation
FRM: Bond duration (introduction)
Zinsänderungsrisiko: Duration
Bond Duration
Duration of Time (Hours and Minutes)
Duration and Convexity
Modified Duration
Duration tells investors the length of time, in years, that it will take a bond's cash flows to repay the investor the price he or she paid for the bond. A bond's duration also tells investors how much a bond's price might change when interest rates change i.e. how much risk they face from interest rate changes.
This video discusses the concept of Macaulay Duration. The video uses a comprehensive example to demonstrate how Macaulay Duration is calculated, and it explains how Macaulay Duration is used to compare the interest rate risk of different bonds. Edspira is your source for business and financial education. To view the entire video library for free, visit http://www.EducationUnlocked.org/ To like us on Facebook, visit https://www.facebook.com/Edspira Edspira is the creation of Michael McLaughlin, who went from teenage homelessness to a PhD. The goal of Michael's life is to increase access to education so all people can achieve their dreams. To learn more about Michael's story, visit http://www.MichaelMcLaughlin.com To follow Michael on Facebook, visit https://facebook.com/Prof.Mich...
Bond investors worry about how far and fast interest rates might rise and what impact this could have on the price and yield of the bonds that they hold. In this short video Tim introduces duration, a term that can help to reveal the answer.
An introduction to Duration and examples of calculating duration. The Template for this video can be downloaded at http://www.tinyurl.com/brackerduration
Using a simple zero-coupon bond, I illustrate bond duration. We have a few variations, including weighted average time to cash flow, but the best way to view duration is as a SENSITIVITY: the % change in bond price given a % change in yield (YTM). For more financial risk videos, visit our website! http://www.bionicturtle.com
Bond Duration Business Career College is a national financial services education provider. See our insurance, financial planning and continuing education courses, including self-paced and instructor led options, at https://www.businesscareercollege.com For great industry articles, follow on Twitter (https://twitter.com/JasonWattBCC) or like on Facebook (https://www.facebook.com/BusinessCareerCollege/).
Singapore Math learning video for the primary (elementary) syllabus. Teacher: Mr Daniel William Cole www.matholia.com.sg
This video illustrates how duration can be used to approximate the change in bond price given a change in interest rates. It also introduces and discusses convexity. Next there is a discussion of using duration as part of an immunization strategy to where price risk and reinvestment rate risk offset each other. Finally, calculating duration for portfolios is discussed. The template can be found at http://tinyurl.com/BrackerDuration2
This video discusses the concept of modified duration with respect to fixed-income securities. It utilizes a comprehensive example to explain how modified duration is calculated and how it can be used to calculate the percentage by which a bond's price changes when there is a change in the yield. Edspira is your source for business and financial education. To view the entire video library for free, visit http://www.EducationUnlocked.org/ To like us on Facebook, visit https://www.facebook.com/Edspira Edspira is the creation of Michael McLaughlin, who went from teenage homelessness to a PhD. The goal of Michael's life is to increase access to education so all people can achieve their dreams. To learn more about Michael's story, visit http://www.MichaelMcLaughlin.com To follow Micha...
Duration tells investors the length of time, in years, that it will take a bond's cash flows to repay the investor the price he or she paid for the bond. A bond's duration also tells investors how much a bond's price might change when interest rates change i.e. how much risk they face from interest rate changes.
This video discusses the concept of Macaulay Duration. The video uses a comprehensive example to demonstrate how Macaulay Duration is calculated, and it explains how Macaulay Duration is used to compare the interest rate risk of different bonds. Edspira is your source for business and financial education. To view the entire video library for free, visit http://www.EducationUnlocked.org/ To like us on Facebook, visit https://www.facebook.com/Edspira Edspira is the creation of Michael McLaughlin, who went from teenage homelessness to a PhD. The goal of Michael's life is to increase access to education so all people can achieve their dreams. To learn more about Michael's story, visit http://www.MichaelMcLaughlin.com To follow Michael on Facebook, visit https://facebook.com/Prof.Mich...
Bond investors worry about how far and fast interest rates might rise and what impact this could have on the price and yield of the bonds that they hold. In this short video Tim introduces duration, a term that can help to reveal the answer.
An introduction to Duration and examples of calculating duration. The Template for this video can be downloaded at http://www.tinyurl.com/brackerduration
Using a simple zero-coupon bond, I illustrate bond duration. We have a few variations, including weighted average time to cash flow, but the best way to view duration is as a SENSITIVITY: the % change in bond price given a % change in yield (YTM). For more financial risk videos, visit our website! http://www.bionicturtle.com
Bond Duration Business Career College is a national financial services education provider. See our insurance, financial planning and continuing education courses, including self-paced and instructor led options, at https://www.businesscareercollege.com For great industry articles, follow on Twitter (https://twitter.com/JasonWattBCC) or like on Facebook (https://www.facebook.com/BusinessCareerCollege/).
Singapore Math learning video for the primary (elementary) syllabus. Teacher: Mr Daniel William Cole www.matholia.com.sg
This video illustrates how duration can be used to approximate the change in bond price given a change in interest rates. It also introduces and discusses convexity. Next there is a discussion of using duration as part of an immunization strategy to where price risk and reinvestment rate risk offset each other. Finally, calculating duration for portfolios is discussed. The template can be found at http://tinyurl.com/BrackerDuration2
This video discusses the concept of modified duration with respect to fixed-income securities. It utilizes a comprehensive example to explain how modified duration is calculated and how it can be used to calculate the percentage by which a bond's price changes when there is a change in the yield. Edspira is your source for business and financial education. To view the entire video library for free, visit http://www.EducationUnlocked.org/ To like us on Facebook, visit https://www.facebook.com/Edspira Edspira is the creation of Michael McLaughlin, who went from teenage homelessness to a PhD. The goal of Michael's life is to increase access to education so all people can achieve their dreams. To learn more about Michael's story, visit http://www.MichaelMcLaughlin.com To follow Micha...
An introduction to Duration and examples of calculating duration. The Template for this video can be downloaded at http://www.tinyurl.com/brackerduration
This video illustrates how duration can be used to approximate the change in bond price given a change in interest rates. It also introduces and discusses convexity. Next there is a discussion of using duration as part of an immunization strategy to where price risk and reinvestment rate risk offset each other. Finally, calculating duration for portfolios is discussed. The template can be found at http://tinyurl.com/BrackerDuration2
https://www.facebook.com/pages/Back-to-the-classic/140066919494837?fref=ts TY.
Audio CD https://www.youtube.com/watch?v=FxK8TkQxgLM&index=1&list=PL494EDD5C510C1A67 Sixtoo - Duration: CD/DVD movie was released Aug 23, 2005 by the Ninja Tune studio. This release is Sixtoo's foray into instrumental production after years of producing for himself and other well-established rappers. Sixtoo - Duration: CD/DVD movie It took the form of a 42-minute song, with parts re-recorded in public spaces, with visual markers left throughout his hometown of Hahis, Halifax to accompany the project. Sixtoo - Duration: CD/DVD video The DVD includes a previously unreleased documentary that follows Sixtoo as he goes around the city painting the many visual markers. Sixtoo - Duration: CD/DVD film Also included are related street art and train art, streaks gallery, and artshow documentation. ...
People have always asked me if I've tried a Nidus with some Duration, and god knows I love Nidus so... LETS SEE HOW IT GOES! Buy some sweet DK swag here: http://www.designbyhumans.com/shop/DKDiamantes/ Stream Schedule: M/W/F/Sa 2PM PST - www.twitch.tv/dkdiamantes If you enjoyed this video feel free to drop a like and check out some of my other videos and playlists. You never know what you might find! Previous Uploads: https://www.youtube.com/user/DKDiamantes/videos Playlists: https://www.youtube.com/user/DKDiamantes/playlists Music by: MDK Song Titles:: Cornwall Curbstomp (ft Nick Sadler),Press Start, Azalea, Frostbite, Boss Rush (w/Neowing), Falcon Punch, Katana, Electabuzz (ft.Nick Sadler), Frostbite, Dream Eater, Maverick Hunter, Phoenix (ft. Nick Sadler), Rise, Syndrome, Basswag...
Produce Minimal like F.Eht: https://gum.co/fehtminimaltechno Minimal Sample pack by Miro Pajic: https://gum.co/miropajictechnoevolution Tools for producers: http://www.sample-hero.com ◆ Minimal And Techno ◆ Watch and listen cool music on Plusquam: https://www.youtube.com/channel/UC1fxNZ7KrYEJzb-J44V0P7Q Follow Playlist on Spotify (latest songs in top): https://play.spotify.com/user/minimaltechnotv/playlist/2zHLZKPi9dMMrUtN1m56bn Minimal Techno Playlist @Spotify: https://play.spotify.com/user/minimaltechnotv/playlist/4jjeyvCl2tqsRKYk7YQzv9 Playlist / Single tracks: https://play.spotify.com/album/1Bs6qI8YbpSdlu1gCu3QZA TRACKLIST: Aiho - Illusion BeatQueche - Can't Believe Daniel Blotox - Panic Disorder Daniel Cuda - Phantom David Herencia - Dementia Dirty Culture - False Effect DoubKou...
I go in depth about my journey with macro counting! I share loads of personal experiences and up and downs that I've had along the way as well as telling you how I started tracking, how I have changed since my initial weight loss, what worked for mw, what didn't, and heaps more! I really hope this video helped you to understand my personal journey with macros and that you can see that NO-ONE is perfect when it comes to progress and weight loss. Please remember that what works more me and is ideal for me may not be effective for you. Don't forget to subscribe to my channel and like my videos to help support me! Also please comment below with any video suggestions/feedback :) USEFUL LINKS: To book in with my AMAZING dentist, head here: https://luminousdentistry.com.au -Ashy Bines Tre...
I am a trainer with i-Learn Institute based in Singapore. I've been in the finance industry for more than 13 years, in the areas of valuation, performance measurement and risk management. I've a Masters in Financial Engineering and Honours degree in Accountancy. This series of basic to intermediate level finance lectures is suitable for undergrads, those pursuing CFA and finance professionals who are in the back to middle offices. Please contact Ivan at [email protected] for enquiries. This session discusses bond duration and convexity.
RSS Annual Conference. 7 – 10 September 2015, Exeter University David Walshaw Lecturer in Statistics, Newcastle University




The vast side of the sun. Over 100 million miles from
earth. Hidden from the eyes of radio telescopes by the
sun itself. Now this morning (...) a strange thing
happened. The gyro-mechanism (...) where influenced by
another magnetic field. The captual city camera was
panned over the sun, towards the force (...) attracted.
That force gentlemen, was the gravitational pole of
another planet. A new planet in our solar system.
Preliminary orbit 34.000 miles from planet surfaces
planet right? Right.
Mass gravitational pole, similar to earth. There's an
atmosphere. (...) Suitible landing site? Established.
