Dollar duration

Dollar duration

The product of modified duration and the initial price.
References in periodicals archive ?
To further demonstrate the validity of the above results, the effective dollar duration (EDD) is calculated.
Implementation of these recommendations should be made in terms of dollar duration rather than market value; for example, it would be difficult to get enough upside exposure to Argentina using only the Pre 2.
You learn about Macauley duration, dollar duration, modified duration, convexity and you will get a chance to analyse these risk key figures.