5767金融与交易中等数值题short
DV01 From Duration And Price
题目
A bond trades at 98.4 (per 100 face) with modified duration 5.8. What is its DV01 (the price change for a 1-basis-point yield move) per 100 face?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
A bond trades at 98.4 (per 100 face) with modified duration 5.8. What is its DV01 (the price change for a 1-basis-point yield move) per 100 face?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案