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Bond price changes can be estimated by multiplying the Mcaulay duration with yield change. True?

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Question added by Vinod Jetley , Assistant General Manager , State Bank of India
Date Posted: 2014/10/03
Divyesh Patel
by Divyesh Patel , Assistant Professional Officer- Treasury , City Of Cape Town

True

Malik Khalid Mahmood
by Malik Khalid Mahmood , Regional Finance Manager , Leosons International FZ LLC

correct

ahmed alyahiri
by ahmed alyahiri , محامي حر , مكتب المحامي عبدالرحمن الأهدل

I dont know

georgei assi
by georgei assi , مدير حسابات , المجموعة السورية

false 

The so-called duration McCauley assumed equal to the value of100 pounds for the period known as the weighted average

Saiful Islam Hiron
by Saiful Islam Hiron , Site HR Manager , Handicap International

TRUE..............

VENKITARAMAN KRISHNA MOORTHY VRINDAVAN
by VENKITARAMAN KRISHNA MOORTHY VRINDAVAN , Project Execution Manager & Accounts Manager , ALI INTERNATIONAL TRADING EST.

True.

If we use those fractions to compute a weighted sum of the maturities of the little hypothetical zero-coupon bonds, we get a number called the Macaulay duration, or simply the duration, of the actual bond

Alex Al Yazouri
by Alex Al Yazouri , General Manager , Al Mushref Cooperative Society

It's above my knowledge, but I will agree with most of the experts.

Wolf Klaas Kinsbergen
by Wolf Klaas Kinsbergen , Managing Director, Designer , ingenieursbureau KB International NV

Dear Sir, Thank you for the invitation to answer on a complete blank field for me, so digging up information, mathematical formulas and trying to understand what all the parameters mean, I would say: TRUE

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