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z1985

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tT
发表于 2011-7-11 17:42 | 只看该作者

Macaulay

Do we need to know this for real?
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Micholien

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发表于 2011-7-11 17:42 | 只看该作者
@beatthecfa
thanks, I was going through some supplemental information and did not check to see if it was a necessary information. Also, thanks for answering not just my questions, but other people's--you are doing a great service to us which we appreciate!

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disiz64

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3#
发表于 2011-7-11 17:42 | 只看该作者
@beatthecfa
thanks, I was going through some supplemental information and did not check to see if it was a necessary information. Also, thanks for answering not just my questions, but other people's--you are doing a great service for us which we appreciate!

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dontknow1987

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4#
发表于 2011-7-11 17:42 | 只看该作者
I believe the CFA curriculum wants you to know that Effective Duration is a better measure - particularly for changes in expected cash flows associated with interest rate movements. That said, Macaulay is related to modified duration and is not as good a measure of price volatility / interest rate risk... AND hopefully that's all we need to know! Basically what was said above!

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