2014 年 3月 19 日随笔档案 - 阿龍

2014年3月19日

What is the difference between modified duration, effective duration and duration?

摘要： Macaulay Duration (traditionally just called Duration) The formula usually used to calculate a bond's basic duration is the Macaulay duration, which ... 阅读全文

posted @ 2014-03-19 08:58 阿龍阅读(2025) 评论(0) 推荐(0) 编辑