dv01的相關文章
dv01的相關商品
Hedging with DV01 - YouTube
瀏覽:1177
日期:2026-04-22
An example of using DV01 (dollar value of '01) to calibrate a hedge. Here, I assume we write $1 million in call options; as such, maybe we are worried about an interest rate decline. We can hedge by buying (going long) bonds. The DV01 can calibrate the he...看更多















