what is modified duration to worst?

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What is 'Modified Duration' Modified duration is a formula that expresses the measurable change in the value of a security in response to a change in interest rates. - read more

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Modified duration is defined as the logarithmic derivative of price with respect to yield, ... Bond duration formulas. For a standard bond with fixed, ... ... read more
Learn the differences between effective, modified and Macaulay duration. Shows how to apply a weighted duration to a portfolio of bonds. Topics. What's New. ... read more
Apr 25, 2006 · Back to Basics: Which Duration is Best? ... neither Duration-to-Worst nor Modified Duration provides a good indication of the actual change the bond’s ... ... read more
Macaulay Duration, Modified Duration, and Effective ... In this article I’ll cover three quantities that go by the name of “duration”: Macaulay duration ... ... read more
Back-to-Basics: Which Duration Is Best? ... Duration-to-Worst nor Modified Duration Modified Duration assumes a bond will provides a good indication of the actual ... read more
modified duration to worst. Advertisement. Login or register (free and only takes a few minutes) to participate in this question. You will also have access to many ... ... read more
Duration for callable securities (effective duration) ... See also duration, modified duration, convexity and immunisation. Eric Benhamou1 Swaps Strategy, ... ... read more
Definition of modified duration: A measure of the price sensitivity of a bond to interest rate movements. Equal to the Macaulay Duration divided by (1+... ... read more
Mar 27, 2008 · what is the difference between modified duration, ... what is the difference between modified duration, effective duration and duration? ... read more
[The iShares Interest Rate Hedged High Yield Bond ETF seeks to mitigate the interest rate risk of a ... Modified duration to worst assumes a single call or ... ... read more
Modified duration is a measure of interest ... Yield shown is yield to worst. n.a. - not ... The Bond Market: Ryan Indexes - Markets Data Center - WSJ.com. Wall Stree ... ... read more
Macaulay Duration (effective maturity), Modified Duration, and Convexity. ... based on the Modified Duration of 4.77 years the price of the bond should change by ... read more
Yield to maturity is the discount rate at which the sum of all future cash flows from the bond ... Bond duration; Coupon rate; Yield to Maturity on Wikinvest; ... read more
eva. "Difference Between Duration and Modified Duration." DifferenceBetween.net. February 15, ... ... read more
Offer Sheet Mary Fischer Financial Advisor ... YIELDS REPRESENT YIELD TO MATURITY OR YIELD TO WORST CALL AS INDICATED. ... Modified Duration ... read more
Duration is stated in... Definition of duration: The change in the value of a fixed income security that will result from a 1% change in interest rates. ... read more
But what is duration, and how does it affect the performance of your bond fund? Duration is a term often used in assessments of mutual funds. ... read more
The weighted average duration at the bottom of the ‘Modified Duration’ column is the sum of the weights divided by the sum of market values ... ... read more
Question1: The “modified duration” refers to approx modified duration or modified duration? The formula for both are different. Question 2: ... ... read more
Merrill Lynch Fixed Income Indexes present a comprehensive view of the broad spectrum of ... Modified Duration, Modified Duration To Worst, Market Weighted ... ... read more
Modified Duration to Worst (%) Fund Facts Domicile Countries of Min. Initial Inv The representative in Switzerland is ACOLIN Fund Services AG, Affolternstrasse 56, CH ... ... read more
Yield to Worst (%) Yield to Maturity (%) Current Yield (%) Average Maturity (yrs) Anne C. Yobage, CFA % of Top 10 Issuers ... Modified Duration to Worst (%) ... read more
(KudoZ) English to German translation of Duration Modified to Worst [Investment / Securities (Bus/Financial)]. The translation workplace. Sign up Login. ProZ.com basics. ... read more
effective duration vs modified duration. Tweet Widget; ... Modified duration is a better measure for bonds that do not have imbedded options than Macauley ... ... read more
... Modified duration versus effective duration, Modified duration is used to determine the percentage ... Ask Question on Modified duration versus ... ... read more
Define duration again. Duration and VAR ... Worst Dollar Loss = Duration x 1/(1+y) x Portfolio Value x Worst Yield Increase VAR = 4.5 Years x (1/1.05 ... ... read more
CALCULATING THE DOLLAR VALUE OF A BASIS POINT ... modified duration. Both methods are closely related to one another. Method #1: Price Sensitivity ... read more
Jul 31, 2008 · Badly Modified Cars PicSharerTV. Subscribe Subscribed Unsubscribe 145 145. ... Top 10 Worst Car Replicas Part 2 - Duration: 9:03. mundotaku 2,676,069 views. ... read more