Doubts

Duration

Duration

by Pietro Loser -
Number of replies: 1
Good afternoon Professor, 
Quick question. In case we get asked to calculate the duration at the exam, do we need to also calculate the Modified Duration and put that as answer? 

In reply to Pietro Loser

Re: Duration

by Julio Crego -
It will be very clear. If it asks for duration, provide Macaulay duration and if it asks for modified duration provide modified duration