dv01的相關文章
dv01的相關公司資訊
dv01的相關商品

Bond DV01 and duration - YouTube
瀏覽:853
日期:2025-10-14
The DV01 gives us the dollar change in bond price for a one basis point decline in the rate. We typically assume yield (YTM) is the rate change, so as Tuckman explains this is technically a yield-based DV01; i.e., we could instead shock spot or forward ra...看更多