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dollar duration

  1. David Harper CFA FRM

    WIFE Week in Financial Education (2021-05-24)

    In our latest Week in Financial Education (WIFE), Richie's new video helpfully reviews a series of duration questions, including modified, Macaulay, money duration and price value of basis point (PVBP; aka, PV01). Compared to the FRM, the CFA's approach to duration differs only slightly. The...