DV01 duration：计算债券期货基点价值
Applying Duration
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DV01 is a direct measure of price sensitivity to a 1-basis-point move, expressed in a monetary amount. On the other hand, effective duration is a relative ...
Dollar Duration (DV01)
https://fintelligents.com
It is formally referred to as DV01 (i.e., dollar value per 01) It measures the change in bond price for every 100 basis points of change in interest rates.
Dollar Duration - Overview
https://corporatefinanceinstit
The dollar value per 100 basis point can be symbolized as DV01 or Dollar Value Per 01. A 1% unit change in the interest rate is 100 basis points. The formula ...
Duration (finance)
https://en.wikipedia.org
Dollar duration or DV01 is the change in price in dollars, not in percentage. It gives the dollar variation in a bond's value per unit change in the yield. It is often measured per 1 basis point - DV01 is short for "dollar value of an 01" (o
Understanding of DV01
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DV01 facilitates duration matching, where investors aim to match the duration of their bond portfolios with their investment objectives and risk ...
What Is the Dollar Duration? Definition
https://www.investopedia.com
The dollar duration, or DV01, of a bond is a way to analyze the change in monetary value of a bond for every 100 basis point move.
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債券價格變動的金額為[例]
https://www.fin.kuas.edu.tw
又稱為DV01 (Dollar Value of 1 bp ); [例]四年期，年息6%債券的DV01 (殖利率3.2%). DV01 = $0.04. 殖利率變動0.01%. Chapter 3. 債券市場概論(四版、2018) 薛立言、劉亞秋 ...
零息債券的存續期間等於到期期限
https://www.fin.kuas.edu.tw
... (DV01); 計算一個3年期， 7% 平價債券的DV01：. 存續期間(Macaulay Duration). 可視為債券投資的實質回收期限. 零息債券投資人在到期時才能收到投資收益，因此，零息債券的 ...