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标题: duration question [打印本页]

作者: jbaldyga    时间: 2011-7-13 17:09     标题: duration question

last week i was wondering how much the 10-yr increased in price given the decrease in yield the previous month. is it as simple as multiplying the decrease in yield by 10 (assuming the duration of the 10-yr treasury is 10) and ignoring all the caveats associated with duration?




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