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A Guide to Duration, DV01, and Yield Curve Risk Transformations
瀏覽：1346
日期：2025-05-23
As pointed out, the DV01 measures sensitivity in dollar terms, the modified duration in percentage terms. Another way to think of the distinction is that DV01 measures the risk per unit notional while the duration measures risk per $100 invested. Comparin...看更多
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