Duration
Duration . A measure of the effective maturity of a bond; The weighted average of the times until each payment is received, with the weights proportional to the

https://files.nyu.edu/rc652/public/NYU-Fall2007-Teaching/Notes/13-1-Duration.ppt

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Duration
Measuring Interest Rate Risk . We know: An increase in interest rates causes bond prices to fall, and a decrease in interest rates causes bond prices to rise.

http://ksuweb.kennesaw.edu/%257Embumgarn/Duration.ppt

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Duration and Portfolio Immunization
Conclusion . Immunization using duration seems to work reasonably well because the largest single element found in most interest rate movements is a parallel change

http://ksuweb.kennesaw.edu/%257Embumgarn/Duration%2520and%2520Portfolio%2520Immunization.ppt

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Duration
Prepared by. Ken Hartviksen . INTRODUCTION TO CORPORATE FINANCE Laurence Booth ? W. Sean Cleary Duration

http://foba.lakeheadu.ca/hartviksen/Bonus%2520Slide%2520Set%2520-%2520Duration.ppt

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Chapter 9 ? Reducing Project Duration
10/28/07 . SJSU Bus. 286 – David Bentley (Gray) 3 . Reasons for Imposed Project Duration Dates . Customer requirements and contract commitments

http://www.cob.sjsu.edu/bentley_d/Fall%252007/Bus%2520286%2520Lecture%2520Material/Ch%252009%2520Crashing.ppt

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Slide 1
Severity-area-duration analysis of 20 th century drought in the conterminous United States . Elizabeth A. Clark 1, Konstantinos M. Andreadis 1, Andrew A. Wood 1, and

http://www.cpc.ncep.noaa.gov/products/outreach/proceedings/cdw29_proceedings/P3.15.ppt

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Applying Duration A Bond Hedging Example
1 . Applying Duration A Bond Hedging Example . Global Financial Management . Fuqua School of Business. Duke University. October 1998

http://www.duke.edu/~brav/TEACHING/SLIDES/Duration.ppt

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Market Valuations and Duration – TreasuryDirect
Duration is measured in years; however, do not confuse it with a bond’s maturity. For all bonds, duration is shorter than maturity except zero coupon bonds, whose

http://www.treasurydirect.gov/govt/apps/fip/news/dfimarket_valuations_duration.ppt

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Fixed Income Markets – Part 2 Duration and convexity
Fixed Income Markets – Part 2 Duration and convexity . FIN 509: Foundations of Asset Valuation . Class session 2. Professor Jonathan M. Karpoff

http://faculty.washington.edu/karpoff/FIN%2520509/FIN509_session2.ppt

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Flow Duration Curves: Spreadsheet and PowerPoint Tutor
Flow Duration Curves: Spreadsheet and PowerPoint Tutorial . By: Ernest L. Johnson III 1 and Bruce Cleland 2 . 1 Assessment Branch, Office of Water Quality

http://www.in.gov/idem/files/tmdl_flowdurcurve.ppt

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