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Dv01 for interest rate swap
I have asked similar question for CDS earlier. I know dvo1 is change in the value of swap if the curve moves by 1bps. How I can calculate dvo1 for an interest rate swap in excel. Your help will be appreciated- frm2008
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- Replies: 2
- Forum: P2.T5. Market Risk (25%)
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CDS Dvo1 on excel
Is there any way i can calc dvo1 for CDS on excel. Your help will be appreciated- frm2008
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- Replies: 1
- Forum: Fixed Income (P1.T4 or P2.T5)
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Three Months?? Enough to prepare for FRM
I am working in Financial sector. Is three months enough to over FRM material? I know it is a very relative question but any answer will be appreciated. Thanks in advance- frm2008
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- Replies: 1
- Forum: About FRM®