Search results

  1. F

    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
  2. F

    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
Top