久期方程英文解释翻译、久期方程的近义词、反义词、例句
英语翻译：
【化】 secular equation
分词翻译：
久的英语翻译：
for a long time; of a specified duration期的英语翻译：
a period of time; expect; sheduled time【化】 term
【医】 period; phase; stadia; stadium; stage; time
【经】 term
方程的英语翻译：
equation网络扩展解释
久期方程
久期方程（Duration Formula），是衡量债券价格对利率敏感度的数学工具。它是由美国学者Frederick Macaulay于1938年提出的。通过泰勒级数展开式，将久期方程和债券收益的百分点变动相联系。
中文拼音
Jiǔqí fāngchéng
英语解释翻译
The duration formula is a mathematical tool for measuring the sensitivity of bond prices to changes in interest rates. It was first introduced by American scholar Frederick Macaulay in 1938. By using Taylor series expansion, the duration formula can be related to the percentage change in bond yield.
英文读音
/djʊəˈreɪʃn ˈfɔːmjʊlə/
英文的用法
The duration formula is a widely used tool for investors to evaluate the risk of fixed-income investments. It helps investors to estimate how much the bond price will change for any given change in interest rates.
英文例句
Example 1: If the duration of a bond is 5 years and the interest rate increases by 1%, the bond price will fall by approximately 5%.
中文翻译：例如，如果债券的久期为5年，利率上升1％，债券价格将下降约5％。
Example 2: Investors can use the duration formula to compare the risk of different fixed-income securities and select the appropriate investments for their portfolio.
中文翻译：投资者可以使用久期方程来比较不同固定收益证券的风险，并选择适合自己的投资组合。
英文近义词
Modified duration
中文翻译：修正久期
英文反义词
Convexity
中文翻译：凸性
英文单词常用度
The duration formula is a basic concept in finance and economics, and the term "duration" is widely used in the field of fixed-income investments and risk management.
中文翻译：久期方程是金融和经济学的基本概念，在固定收益投资和风险管理领域广泛使用“久期”这个术语。