duration duration

Language pair:English
Definition / notes:A measure of how sensitive a bond's price is to a shift in interest rates. In general terms, Duration = (Change in price)/Price over Change in interest rates.

From: Investing in Hedge Funds, Joseph G. Nicholas.

Your current localization setting


Select a language

All of ProZ.com
  • All of ProZ.com
  • Term search
  • Jobs
  • Forums
  • Multiple search