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Bond duration - Wikipedia, the free encyclopedia
瀏覽:1151
日期:2026-04-29
1 Macaulay duration 2 Modified duration 2.1 Periodically compounded 2.2 Units 2.3 Non-fixed cash flows 2.4 Finite yield changes 3 Fisher–Weil duration 4 Key rate duration 5 Bond duration formulas 5.1 Example 6 Dollar duration, DV01 6.1 Application to valu...看更多















