Durácia kupónovej obligácie ako kritérium cenovej citlivosti obligácie vzhľadom na zmenu úrokových sadzieb
Duration ofCoupon Bonds as a Criterion of the Price Sensibility of Bonds with Regards to the Change of Interest Rates

Summary/Abstract: Duration of bonds can be used multiplexly. There is formula found from which follows that duration of bonds is a measure of price sensitivity of bonds on change of market interest rate. Furthermore new formula which makes the calculation of duration much casier is derived. Advantage of this new formula is that it does not carry the sum in the aspect of time to maturity.

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