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. There are many nuances and further explorations, but …
Videos - Bionic Turtle
Applying Duration, Convexity, and DV01 Describe an interest rate factor and name common examples of interest rate factors. Define and compute the DV01 of a fixed income security given a change in yield and the resulting change in price.
Bionic Turtle | FRM® Exam Preparation - FRM Certification Program
Bionic Turtle is a FRM® education, training, and certification provider serving professionals across the financial services market.
Valuation & Risk Models - Credit Risk Measurement - Bionic Turtle
1. 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). We are following the sequence of Bruce Tuckman’s Chapter 4 in topic 4 of the FRM curriculum. 2.
Bionic Turtle’s Week in Risk – It’s Exam Week!
Welcome to our Week in Risk blog! It’s exam week and we hope that everyone feels prepared for Saturday. Remember that our forum provides a great deal of information on the FRM concepts so make sure to stop by with any last-minute questions that you may
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.