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  1. P

    Calculation of DV01

    Thanks david, was not dividing the yield by 2. all is fine now
  2. P

    Calculation of DV01

    On your Fixed Income 1 Par $1,000. 10 Years, 4% Coupon Semiannual N=20 PMT=20 FV=1000 Price = 851.23 + 1 basis point 6.01% - 1 basis point 5.99% When I perform the repricing after the basis change I seem not to get the +1 price of 850.55 or the -1 851.90 Please a I...
  3. P

    Investment Risk (Module V). Map of learning outcomes-to-readings

    WIll u do a a short presenation on the Calculators required for the FRM. I have HP 12c and it is quite a challenge
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