DV01 neutral hedge

[Jose V]

Hi David,
Can you tell where to find spreadsheet model that you show in video "R39.P2.T5_Tuckman Ch6 empirical" (attached goes image). Thanks much!

 

[David Harper CFA FRM]

Hi @Jose V Here you go https://www.dropbox.com/s/td3xzm6oih885dy/021920-sf-implies-parallel-shift.xlsx?dl=0
... it is (will be) a page in the revised Tuckman Learning spreadsheet that I expect to publish in coming weeks.

 

[Jose V]

Thanks a lot David