Bond DV01 and duration d v financial
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… Read More »Bond DV01 and duration d v financial
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… Read More »Bond DV01 and duration d v financial