Saturday, September 19, 2009

Ch5 Measures of Price Sensitivity Based on Parallel Yield Shifts(1)

1. Yield-Based DV01
1-1. video clips:
Bond duration: http://www.youtube.com/watch?v=9HFLGNaEWl8
Dollar duration of zero coupon bond: http://www.youtube.com/watch?v=n1ICnJAdXh8&feature=related

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