PVBP DV01:What's the difference between PV01 and DV01 of a bond?
What's the difference between PV01 and DV01 of a bond?
2017年5月7日—Theyarebothpricechangesinresponsetoa1bpchange.DV01isvalidforasinglebond.Itisthepricechangeinresponsetoa1bp ...。其他文章還包含有:「CFAIIIReading20」、「Chapter5Market」、「IRS的PVBP的悖论」、「PriceValueofaBasisPoint(PVBP)Overview」、「PriceValueofaBasisPoint(PVBP)」、「PVBP和DV01的具体含义?」、「PVBP和DV01的具体含义?」、「基點」、「计算债券期货基点价值」
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PVBP/ PV01 /DV01 每1 basis point (0.01%)的跳動下,現值(實際金額,不是單位價格)的變化量. 幾個概念:Duration大約是線性倍數成長;Convexity大約是 ...
Chapter 5 Market
http://homepage.ntu.edu.tw
* The (-Duration$ × 0.0001) is also called PVBP or DV01. PVBP is the present value of a basis-point change in interest rates, and DV01 is the delta value ...
IRS的PVBP的悖论
https://zhuanlan.zhihu.com
按常理,浮息债的利率敏感度应该小于固息债,反映在常见的利率风险指标上,即浮息债的PVBP(DV01)的绝对值应该小于固息债,但最近在研究IRS的PVBP公式时发现, ...
Price Value of a Basis Point (PVBP) Overview
https://www.financestrategists
DV01, or Dollar Value of 01, is a measure that is closely related to PVBP. It represents the absolute change in the price of a bond or a ...
Price Value of a Basis Point (PVBP)
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. ... Effective duration is a ...
PVBP和DV01的具体含义?
https://www.zhihu.com
基点价值(price value of a basis point,PVBP)是一个在实践中广泛使用的衡量债券价格弹性的指标,也称为基点美元值(dollar value of all 01,DV01),其含义是相对于初始 ...
PVBP和DV01的具体含义?
https://www.zhihu.com
基点价值(price value of a basis point,PVBP)是一个在实践中广泛使用的衡量债券价格弹性的指标,也称为基点美元值(dollar value of all 01,DV01),其含义是相对于初始 ...
基點
https://wiki.mbalib.com
基點價值(price value of a basis point,PVBP)是一個在實踐中廣泛使用的衡量債券價格彈性的指標,也稱為基點美元值(dollar value of all 01,DV01),其含義是相對於 ...
计算债券期货基点价值
https://www.cmegroup.com
计算DV01 最简单的方式就是依基点(basis point)与到期收益(yield-to-maturity),计算出公债价格变. 化均值。目前10 年期公债在2009 年3 月10 年期公债期货的最低价位: ...