1. Describe the concept of DV01, the dollar value of a one-basis-point decrease (in original and term...

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1. Describe the concept of DV01, the dollar value of a one-basis-point decrease (in original and term structure variations) and the concept of duration (in MacAuley, modified, and present value variations).

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Financial Markets And Corporate Strategy

ISBN: 9780071157612

2nd Edition

Authors: Mark Grinblatt, Sheridan Titman

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Question Posted: Jul 23, 2024 10:00 AM

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1. Describe the concept of DV01, the dollar value of a one-basis-point decrease (in original and term...

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Financial Markets And Corporate Strategy

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