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QuXiangjie / Study-Review

自己欠缺的还太多了，希望通过总结每天的学习内容，整理每天的思绪来丰富自己的知识库。我想成为一名优秀的金融数据分析师，并行发展技术与商业业务。博客内容为：数理统计、财务业务、Python(数据分析及可视化)、Excel（数据分析）、SQL、英文
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Macaulay Duration & Modified duration #24

Open QuXiangjie opened 4 months ago

QuXiangjie commented 4 months ago

Definition

Macaulay Duration is the time to hold the bond that the present value of the cash flow equals to the current price paid. Modified duration is the percent change of the price if the interest rate changed 1 percent.

Duration and depreciation.xlsx