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Duration and modified duration

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boon22
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Joined: November 10th, 2007, 6:02 pm

Duration and modified duration

December 17th, 2007, 4:13 am

Hello everyone,What is the difference between those 2 definitions?
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sunmaker
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Joined: February 11th, 2006, 6:33 pm

Duration and modified duration

December 18th, 2007, 12:14 am

http://en.wikipedia.org/wiki/Bond_duration
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