short-term bonds and long-term bonds, we can shed light on just how much duration can affect its value. The easiest duration to calculate is that of a zero-coupon bond. This bond has zero yield ...

who developed the concept of bond duration in the 1930s. Calculating the Macaulay duration is the most difficult part of calculating the modified duration of an asset. Let's suppose you have a ...

How to Calculate Key Rate Duration Key rate duration is calculated by applying small shifts to individual points on the yield curve and measuring the resulting change in a bond's price.

Still, more than once I've had clients balk at the idea of investing in bonds, offering the explanation, "They don't return as much as stocks." That's where it becomes the financial advisor's job ...