Classifieds |
Web |
My |
Home |
Pictures |
Wiki |
Lyrics |
Games |
Jokes |
Recipes |
Radio |
Today |
HELP
Bollywood | Juicy Gossip | Current Affairs | News | Hollywood | Galatta | Broadband | Trailers | HiDef
Bollywood | Juicy Gossip | Current Affairs | News | Hollywood | Galatta | Broadband | Trailers | HiDef
Recently Featured | Most Discussed | Most Recent | Most Responded | Most Viewed | Top Favorites | Top Rated | TV Serials | Trailers | Recently Watched
Dollar duration of zero coupon bond
This ad will close in 15 seconds
Rate:
9 ratings
Views:
5,035
From : bionicturtledotcom
Added: Feb 26, 2009
Here I use Mathetmatica to illustrate how the first derivative of the price of a zero-coupon bond (with respect to yield) is the dollar duration of the bond. Notice that the first derivative, as the slope of the tangent line, is not the same thing as "duration." Rather, the first derivative is the dollar duration and it is "infected" by the bond's price. That means, in this case (i.e., continuous compounding), we can divide out the price to get the modified duration (30 for a zero coupon bond with 30 year maturity).
Category : Howto
Added: Feb 26, 2009
Here I use Mathetmatica to illustrate how the first derivative of the price of a zero-coupon bond (with respect to yield) is the dollar duration of the bond. Notice that the first derivative, as the slope of the tangent line, is not the same thing as "duration." Rather, the first derivative is the dollar duration and it is "infected" by the bond's price. That means, in this case (i.e., continuous compounding), we can divide out the price to get the modified duration (30 for a zero coupon bond with 30 year maturity).
Category : Howto
Related Videos
demonstrations.wolfram.com The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily. Dollar duration is the ...
China won't Finance U.S. Debt; We Hate You...you are devaluing your Dollar! Hyperinflation Collapse?
expected to be issued over the next two years? With annual foreign purchases accounting for less than a tenth of the low end of that range, and domestic investors unable ...
www.zaranyzerak.com Limited Edition HD Rants II Merchandise available NOW at my web store www.cafepress.com These items will ONLY be available for the duration of the series,...
WS (Fluke) Holland along with Cowboy Jack Clement tells the story of how he got the gig at Sun Records with the Million Dollar Quartet, and played on Blue Suede Shoes with ...
www.mikepitre.ca http Mike Pitre offers charitable organizations the possibility to lease one of his pre-owned vehicles for a dollar for the duration of the OC Transpo strike....
self folding dollar !express# !metadata#!version#v1.0.r291!/version#!format#1.001!/format#!totalTime#73456!/totalTime#!width#400!/width#!height#300!/height#!maxSceneSize#108792!/maxSceneSize#!clientPublishTime#Thu ...
$$Money$$$ "Dark Side of the Moon (titled Dark Side of the Moon in the 1993 CD edition) is a concept album by the British progressive rock band Pink Floyd. It was released ...
White Face Day is a project designed by the Save Darfur group at Blythewood High. On White Face Day, April 2, 2009, students paid a dollar to get their faces painted white ...
Wright Bros. Great-Grandniece On Hand At 'Silver Bird' Unveiling The newest addition to Wright "B" Flyer Inc.'s fleet of historic lookalike aircraft made its public debut ...
Video Categories:
Also Try:
