Durations in CFA® vs FRM® - Dollar Duration Formulas - Bionic …
What is meaningful? The PVBP (aka, DV01) comes to our rescue with a meaningful re-scaling of the DD … 3. Price value of basis point (aka, dollar value of ’01, DV01) is the dollar duration ÷ …
Videos - Bionic Turtle
Applying Duration, Convexity, and DV01 Describe an interest rate factor and name common examples of interest rate factors. Define and compute the DV01 of a fixed income security …
Valuation & Risk Models - Credit Risk Measurement - Bionic Turtle
1. Valuation & Risk Models: Fixed income: Hedging the DV01 (FRM T4-33) https://trtl.bz/2HIlnlx This video looks at how we would apply the dollar value of 01 (DV01). We are following the …
Bionic Turtle’s Week in Risk – It’s Exam Week!
Welcome to our Week in Risk blog! It’s exam week and we hope that everyone feels prepared for Saturday. Remember that our forum provides a great deal of information on the FRM concepts …
Zero Coupon Bond Modified Duration Formula - Bionic Turtle
Passed! 1,4,1,2,1,4! Thank you David and Nicole for your efforts! Thank you BT! Couldn't have done it otherwise.
Week in Financial Education (April 5, 2021) | Bionic Turtle
Apr 5, 2021 · This week we had a interesting question about the definition of duration due to an apparent difference between GARP ® ’s new material and Tuckman.