The language of derivatives (such as delta, DV01, vega, gamma, notionals, vol-vol, fugit, etc) may be hard and confusing to…

The dollar value of one basis point (DV01) is the derivative of price with respect to yield: This tool reflects...

The dollar duration is the derivative of price with respect to yield: This tool reflects the dollar (rather than the...

A measure of the change in the value of a debt instrument (like bonds)- i.g., DV01- resulting from a 1...

A metric that captures the dollar change in the value of a credit default swap (CDS), or a CDS position,...

A metric that captures the dollar change in the value of a credit default swap (CDS), or a CDS position,...

It stands for basis point value; a tool that is used to measure interest rate risk, especially that associated with...

A tool that is used to measure interest rate risk, especially that associated with swap trading books (swap book), bond...

The dollar value of a basis point for a swap dealer's entire bucket cash flow. A cash flow bucket typically...

It stands for price value of a basis point; a method of measuring the price sensitivity of a fixed-income security...