张同学2019-03-19 18:48:49
A closely related risk measure is the present value of a basis point (PVBP), also called the PV01 (present value of an “01”, meaning 1 bp) and, in North America, the DV01 (dollar value of an “01”). (Institute 66) Institute, CFA. 2019 CFA Program Curriculum Level III Volume 4. CFA Institute, 5/2018. VitalBook file. 老师您好! 请问教材中这句话如何理解?为啥是closely?***老师说PVBP就是BPV呀? 如果这两个有区别,区别在哪里?能否用公式给演示一下? 非常感谢!
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Sherry Xie2019-03-20 16:02:45
同学你好,这句话的意思就是PVBP=BPV=PV01=DV01。
A closely related risk measure是一个名词,就是说有一个与风险密切相关的衡量指标。
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