Search results
-
D
Convexity and V+ / V-
Awesome! I wish I found your videos and forum earlier, a lot of helpful content. Thank you- Doufraki
- Post #3
- Forum: P2.T5. Market Risk (25%)
-
D
Convexity and V+ / V-
Hello, I am trying to work on convexity and duration exercises but every time I need the V+ and V- of a bond for my formulas and can't find how to calculate them. Here's an example: I have a bond 9% Coupon. 20 year 6% YTM At 134.622 And a 20bp change in Yield. The convexity formula asks me...- Doufraki
- Thread
- convexity
- Replies: 2
- Forum: P2.T5. Market Risk (25%)