标题: possibly a stupid duration question [打印本页] 作者: whaler 时间: 2011-7-11 18:36 标题: possibly a stupid duration question
I am having trouble distinguishing between modified and effective duration. Can someone explain? From my pov, mod duration is just effective duration for 100 bps?作者: scr879 时间: 2011-7-11 18:36
