Home
Fixed income: Bond DV01 (aka, price value of basis point, FRM T4-32)
Bionic Turtle
May 11, 2019
21,069 views
Fixed Income: Hedging the DV01 (FRM T4-33)
Bond Duration and Bond Convexity Explained
Fixed Income: Effective duration (FRM T4-34)
Yield-Based Bond Convexity and Portfolio Properties (2024/25 CFA® Ll I Exam – Fixed Income – LM 12)
Applying Duration, Convexity, and DV01 (FRM Part 1 2023 – Book 4 – Chapter 12)
Credit spreads - MoneyWeek Investment Tutorials
CFA level I: Fixed Income - Super Simplyfied Modified Duration Explained
7. Value At Risk (VAR) Models
Fixed Income: Duration and Convexity Summary (FRM T4-42)
Relationship between bond prices and interest rates | Finance & Capital Markets | Khan Academy
Three approaches to value at risk (VaR) and volatility (FRM T4-1)
Fixed Income 1: Bond Features, Risks, and Bond Ratings
Bond Prices And How They Are Related To Yield to Maturity (YTM)
FRM Part II: Empirical Approaches to Risk Metrics and Hedging - Part I(of 4)
Why par yields are the best interest rate measure
Bond DV01 and duration
Fixed Income: Infer discount factors, spot, forwards and par rates from swap rate curve (FRM T4-25)
Fixed Income: Bullet versus Barbell Bond Portfolio (FRM T4-40)
Bond Investing 101--A Beginner's Guide to Bonds
Convexity of Bond