If you study Finance, eventually you find yourself studying bonds. If you study bonds, eventually you will be asked to calculate Duration: 

> Macaulay's Duration (the effective term of the various cash flows of the bond, the equivalent "zero" coupon bond) 

> Modified Duration (what percent change in price is expected for each one percent change in interest rate)

> Convexity (duration is less exact for bog moves in interest rates, convexity can correct for this imprecision)

> DV01 (what is the change in value of a one basis point change in interest rates; that is, .01% or 1 one-hundredth of one percent). 

Here's a spreadsheet that I created to prepare for a meeting with a Georgetown student who's in a Finance class there:

I found this Finance Ratios quick reference on the internet a few years ago. I didn't write down the author of the document, it was a professor in a University in Utah. Thank you! There is some variation in how people calculate the various ratios and the names they give them, but this is a great summary document: