Inicio > Term: modified duration
modified duration
The ratio of Macaulay duration to (1 + y), where y = the bond yield. Modified duration is inversely related to the approximate percentage change in price for a given change in yield.
- Parte del discurso: noun
- Industria/ámbito: Servicios financieros
- Categoría: Finanza general
- Company: Bloomberg
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Creador
- Jessehe
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