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The difference between maturity and duration

10.0K views
Jun 22, 2023
3:15

Maturity and duration, in bond analysis, are two often times mixed up concepts an aspiring analyst has to sort out as soon as possible in her career. In this short video I show some ideas that revolve around these two different, yet related, metrics: one, maturity, has to do with time according to a calendar approach, the other, duration, has to do with time according to a financial approach. Duration is also a tool (when modified) to approximate bond price volatility.

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The difference between maturity and duration | NatokHD