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Bond DV01 and duration - YouTube
瀏覽：1261
日期：2026-04-20
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
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