What is dollar duration? How is dollar duration different from duration?

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Financial Institutions Management A Risk Management Approach

ISBN: 978-0071051590

8th edition

Authors: Marcia Cornett, Patricia McGraw, Anthony Saunders

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Question Posted: Dec 17, 2015 04:48 AM

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What is dollar duration? How is dollar duration different from duration?

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Dollar duration is the dollar value change in the price of a security to a one percent chang...View the full answer

Financial Institutions Management A Risk Management Approach

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