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Tag: effective-duration

3 items with this tag.

  • Apr 12, 2026

    M13 — Duration

    • fixed-income
    • effective-duration
    • effective-convexity
    • key-rate-duration
    • analytical-duration
    • empirical-duration
    • curve-based-risk
  • Apr 12, 2026

    Duration

    • duration
    • macaulay
    • modified
    • money-duration
    • PVBP
    • effective-duration
    • key-rate
  • Apr 12, 2026

    Glossary: FI Module 13 — Curve-Based and Empirical Duration

    • glossary
    • effective-duration
    • key-rate-duration
    • empirical-duration

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