Bond duration is used to assess interest-rate risk, ... If you are the kind of math whiz who likes to figure this out for yourself, you can find the formula at Investopedia.

Fixed-income investing doesn't have the same glamour and round-the-clock news coverage as stock investing. There's no such thing as a "meme bond." Regardless, bonds are a crucial component of a… ...

Understanding Duration To simplify the concept a bit, let's talk about duration in terms of a single bond. Let's say we bought a 10-year bond that is issued with a $1,000 principal value, or par ...

Bond investors have lots of data to consider – from credit quality to call provisions. But two gauges, maturity and its second-cousin duration, may be among the most important as bond owners ...

A bond's convexity measures how its duration changes as a result of changes in interest rates or time to maturity. The Formula for Convexity Adjustment Is ...

For example, if you hold a five-year bond with a par value of $1,000 and a coupon rate of 5% (paid annually), your bonds’ duration would work out to be 4.55 years, which means that the bonds ...

Duration can provide guidance, but not certainty. 1. Duration is an estimate. It's designed to help you gauge how much a bond's price is likely to rise or fall given a sudden change in market yields.

Are you a bond or bond fund investor or manager? Do your investments stand to benefit in the foreseeable interest rate rise? Read on to find out.

This book is the opposite of the book Interest Rate Markets, where bond markets were described, but there was no math. This book was written by an academic who has done many seminars for bond ...

Bond investors have lots of data to consider -- from credit quality to call provisions. Once the investor has decided between low and high credit quality, it is maturity and duration that indicate ...