nicoth

Can some one out there kindly explain the characteristics of Duration in the context of the Security Analysis and Portfolio Management.

Can some one out in the Docsity world provide the details of the Duration Characteristics in the light of the Security Analysis and Portfolio Management.
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bairloy
"1. Duration of a bond with coupons is always less than its term to maturity because duration gives weight to these interim payments. A zero-coupon bond’s duration equals its maturity 2. There is an inverse relation between duration and coupon 3. There is a positive relation between term to maturity and duration, but duration increases at a decreasing rate with maturity 4. There is an inverse relation between YTM and duration. Source: http://in.docsity.com/en-docs/Bond_Price_Volatility_-_Security_Analysis_and_Portfolio_Management_-_Solved_Quiz_"
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agarkar
Security measures assessment would be the research with regards to tradeable monetary tools termed stock options. To as stick to classified inside financial debt sec, stocks and options, or perhaps many a mix of these two two. To a greater extent commonly, futures sound forms plus tradeable credit scoring varieties may be supplied. ...
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