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Duration and modified duration

https://forum.wilmott.com/viewtopic.php?t=57139

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Duration and modified duration

Posted: December 17th, 2007, 4:13 am
by boon22
Hello everyone,What is the difference between those 2 definitions?

Duration and modified duration

Posted: December 18th, 2007, 12:14 am
by sunmaker
http://en.wikipedia.org/wiki/Bond_duration
All times are UTC
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