Phrases with «modified duration»

Modified duration is a measure used in finance to estimate how sensitive a bond's price is to changes in interest rates. It tells us how much a bond's price is expected to change for a given change in interest rates. A higher modified duration means the bond's price is more sensitive to interest rate movements. Full definition

duration (parent phrase)

modified duration

Sentences with «modified duration»

No, it's impossible to modify the duration of the coverage once the policy has been published. (policydesk.in)
Used in conjunction with modified duration, convexity improves the estimate of price sensitivity to large changes in interest rates. (investinginbonds.com)
As Modified Duration goes up, the portfolio sensitivity goes up too. (unovest.co)
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Phrases with «modified duration»

Sentences with «modified duration»

See also