Search results with tag "Guide to duration"

A Guide to Duration, DV01, and Yield Curve Risk ...

Review of DV01, Duration, Yield Curves, and Partial DV01 Duration and DV01 are the foundation for virtually all fixed income risk analysis. For total duration or DV01 (using the yield-to-maturity rather than a complete yield curve) the ideas are well-known. Nonetheless, it will prove useful to review the basic concepts.

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