質(zhì)同學(xué)
2021-04-27 09:34The yield-based DV01 is a special case of the DV01 in which the single interest rate factor is yield-to-maturity (YTM) 除了基于收益率的DV01還有別的DV01嗎?
所屬:FRM Part I > Valuation and Risk Models 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Millie助教
2021-04-27 14:44
該回答已被題主采納
同學(xué)你好,DV01又叫做基點價值price value of a basis point(PVBP),也就是收益率變動1個基點,債券價格的變動值?;谶@個定義,符合概念,就可以有xxx-based DV01。
