Durations in CFA® vs FRM® - Dollar Duration Formulas | Bionic …
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 …
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 …
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 …