Bond duration closed-form formula
FV = par value
C = coupon payment per period (half-year)
i = discount rate per period (half-year)
a = fraction of a period remaining until next coupon payment
m = number of coupon dates until maturity ...
[edit] Bond Duration Formulas
For a standard bond with fixed, semi-annual payments the bond duration closed-form formula is:[citation needed] ...
Definition
Bond duration
In economics and finance, bond duration is the weighted average maturity of a bond or series of cash flows received.
Understanding Bond Duration
You may think a 30-year Treasury is your safest investment, but if you don't understand the dynamics of bond duration, you could be taking a big risk.
From Daniel Sorid ...
Bond duration measurements help quantify and measure exposure to interest rate risks.
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 See also: Duration, Yield, Share, Bond, Income
  
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