The change in the U.S. dollar value of a fixed income investment for every 1% change in its yield. It is calculated as the product of a fixed-income investment's duration and the market value of that investment.
Related information about dollar duration:
- Dollar Duration Definition | Investopedia
Dollar duration measures the dollar change in a bond's value to a change in the ... The dollar duration is generally used by professional bond fund managers as ...
- Bond duration - Wikipedia, the free encyclopedia
6 Dollar duration, DV01. 6.1 Application to VaR .... The dollar duration or DV01 is defined as the derivative of the value with respect to yield: D_$ = DV01 ...
- Dollar Duration
change in value ≈ -dollar duration x change in rates in decimal. Class Problem: Suppose a bond portfolio has a dollar duration of. 10,000,000. Approximately ...
- What is dollar duration? definition and meaning
Definition of dollar duration: The change in the U.S. dollar value of a fixed income investment for every 1% change in its yield. It is calculated as the product of a ...
- Dollar Duration: Definition from Answers.com
Dollar duration measures the dollar change in a bond's value to a change in the market interest rate. The dollar duration is generally used by professional bond ...
- What is a Dollar Duration?
Dollar durations are usually described as the product created when assessing the relationship between the duration of a financial instrument with the price or ...
- Dollar duration - Financial Dictionary - The Free Dictionary
The product of modified duration and the initial price. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, ...
- Dollar Duration - Wolfram Demonstrations Project
Dollar duration is the first derivative of the price-yield relationship. It is used to approximate the change in the price of a fixed-income security in response to a ...