READ a book about fixed income investment management and you’ll be baffled.
Rodolfo Vanzini
Making sense of economics
Blog Archives
“Babcock duration”: a weighted average of two factors
Lately, I have had to explain what Babcock duration is. Further to saying it’s an alternative gauge of duration to Macaulay it simply is a weighted average of two factors [1]: (maturity) and The outright formula [2], the weighted average, is: . There’s a zero coupon with n years of
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Rodolfo Vanzini
@RodolfoVanzini
- Cosa sappiamo degli analisti finanziari? Sì, anche i decorati al valor finanziario con sigla riservata (CFA, per ch… https://t.co/muxTsYLcvB
about 7 days ago - Robert Lucas era un gigante della macroeconomia, così lo ricordano quelli della redazione dell'Economist. Certo è c… https://t.co/aWVRScUeL1
about 2 weeks ago
