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Understanding Duration in Finance by Luigi Gabrielle is a document available to read on EtoBox.

What is Understanding Duration in Finance about?

The document discusses the concept of duration in finance. Duration is a measure of the sensitivity of the price of a bond to a change in interest rates. It is calculated as the weighted average time until cash flows are received, where the weights are the present value of the cash flows. Modified duration is the percentage change in the bond

Author

Luigi Gabrielle

Language

EN