Duration and Portfolio Immunization

1/24/02

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Duration and Portfolio Immunization

Macaulay duration

Let P denote the price of a bond with m coupon payments per year; also, let y : yield per each coupon payment period, n : number of coupon payment periods F: par value paid at maturity

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Author: Yue-Kuen Kwok 

Email: maykwok@ust.hk

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