CFA Level 1 | Fixed Income: 4 Ways to Calculate Macaulay Duration of a Bond
Автор: Fabian Moa, CFA, FRM, CTP, FMVA
Загружено: 2021-07-08
Просмотров: 26154
Описание:
CFA Level 1
Topic: Fixed Income
Reading: Understanding Fixed Income Risk and Return
If you are worried about having to memorize the closed-form formula for Macaulay duration, fear not, there is an easier way to calculate it. In this video, I show four ways to calculate Macaulay duration
Method 1: General Formula
Method 2: Closed-Form Formula
Method 3: Approximation using Modified Duration
Method 4: BOND function (Texas BA II Professional Only)
📥 Download the CFA Level 1 Formula Sheet from https://www.fabianmoa.com.
Disclaimer: CFA® and Chartered Financial Analyst® are trademarks owned by CFA Institute. This channel is independently produced and is not affiliated with or endorsed by CFA Institute or any other organization.
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