Macaulay duration


 

Home
Site Map
Add Term
Search
About Us
Contributors

Macaulay duration

The weighted-average term to maturity of the cash flows from a bond, where the weights are the present value of the cash flow divided by the price.

Macaulay duration

The weighted-average term to maturity of the cash flows from a bond, where the weights are the present value of the cash flow divided by the price.



Macaulay duration



 
All rights Reserved. Do not copy without permission.