Macaulay Duration

Описание к видео Macaulay Duration

We first define Macaulay Duration and then show with the use of an example how it is calcualted. We are careful to mention that Macaulay duration is a better measure of timing than price sensitivity though traders often use it for latter purposes. In the end we talk about Macaulay duration of a zero coupon bond and show the formula that can be used to calculate duration for a bond.

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