Durations in CFA® vs FRM® - Dollar Duration Formulas | Bionic Turtle
Our YouTube channel has an FRM P2.T4 that includes videos on DV01, hedging the DV01, effective duration, modified versus Macaulay duration, and an illustration of all three durations.
Videos - Bionic Turtle
Our Youtube channel has nearly 500 videos, with more being added each week. The videos follow the FRM® syllabus, and subjects range from introductions of topics such as "What is Financial Risk" to …
Valuation & Risk Models - Credit Risk Measurement - Bionic Turtle
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).
Bionic Turtle’s Week in Risk – It’s Exam Week!
2. Valuation & Risk Models: Fixed income: Bond DV01 (aka, price value of basis point, FRM T4-32) https://trtl.bz/2Viyy1g The DV01 stands for “dollar value of a .01% (one basis point).” It is also called …
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. It’s a good chance to understand the math …