首页 | 学习中心 | 注册 登录
返回列表 发帖
Elliotbay

Rank: 2

UID
223186 
帖子
198 
主题
174 
注册时间
2011-7-11 
最后登录
2016-12-5 
1# 跳转到 » 正序看帖
打印
tT
发表于 2011-9-22 23:20 | 只看该作者

macaulay duration

do we need to memorize this formula..
收藏 分享

RoastBeef

Rank: 2

UID
222275 
帖子
265 
主题
58 
注册时间
2011-7-2 
最后登录
2014-6-29 
4#
发表于 2011-9-22 23:51 | 只看该作者
The only formula which you need to remember is the one of effective duration. The other one is also derived from it. No need for this.

TOP

yospaghetti

Rank: 2

UID
223443 
帖子
283 
主题
10 
注册时间
2011-7-11 
最后登录
2014-8-2 
3#
发表于 2011-9-22 23:40 | 只看该作者
I usually track such things via the LOSs. CFA uses trigger words like "calculate," "interpret," "describe," etc. If you see the word "calculate" for Macauly Duration, then we will be expected to know it. Sorry, can't confirm myself, as I don't have the material in front of me.

TOP

bchadwick

UID
222250 
帖子
515 
主题
123 
注册时间
2011-7-2 
最后登录
2016-4-19 
2#
发表于 2011-9-22 23:30 | 只看该作者
I don't know where this is in the curriculum, but I've dealt with on the 2/FM actuarial exam. It's pretty easy to remember if you understand the mathematics behind it.

TOP

返回列表