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Bond DV01 and duration
The DV01 gives us the dollar change in bond price for a one basis point decline ...
| 6.52 min. | 746 views.
Hedging with DV01
An example of using DV01 (dollar value of '01) to calibrate a hedge. Here, I ass...
| 9.40 min. | 4011 views.
Iguazu Falls - 2007 DV 01
Iguazu Falls from the lower circuit in November of 2007 !express# !metadata#!ver...
| 0.67 min. | 227 views.
Macaulay Duration
demonstrations.wolfram The Wolfram Demonstrations Project contains thousands...
| 0.40 min. | 320 views.
Dollar Duration
demonstrations.wolfram The Wolfram Demonstrations Project contains thousands...
| 0.33 min. | 51 views.
Duration and Convexity of Bonds
Source: cfa.minute-class...
| 3.35 min. | 5761 views.
Forward rate agreement (FRA)
An FRA is a contract that lets the buyer (who is long the rate) lock-in an inter...
| 8.87 min. | 7698 views.
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