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#bonds #duration #finance #has-images

The **dollar duration** or **DV01** is defined as negative of the derivative of the value with respect to yield:

so that it is the product of the modified duration and the price (value):

- ($ per 1 percentage point change in yield)

or

- ($ per 1 basis point change in yield)

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**Bond duration - Wikipedia, the free encyclopedia**

ar change in price for a $100 nominal bond for a one percentage point change in yield, is ($ per 1 percentage point change in yield) where the division by 100 is because modified duration is the percentage change. Dollar duration, DV01[edit] <span>The dollar duration or DV01 is defined as negative of the derivative of the value with respect to yield: so that it is the product of the modified duration and the price (value): ($ per 1 percentage point change in yield) or ($ per 1 basis point change in yield) The DV01 is analogous to the delta in derivative pricing (The Greeks) – it is the ratio of a price change in output (dollars) to unit change in input (a basis point of yield). Dollar dur

ar change in price for a $100 nominal bond for a one percentage point change in yield, is ($ per 1 percentage point change in yield) where the division by 100 is because modified duration is the percentage change. Dollar duration, DV01[edit] <span>The dollar duration or DV01 is defined as negative of the derivative of the value with respect to yield: so that it is the product of the modified duration and the price (value): ($ per 1 percentage point change in yield) or ($ per 1 basis point change in yield) The DV01 is analogous to the delta in derivative pricing (The Greeks) – it is the ratio of a price change in output (dollars) to unit change in input (a basis point of yield). Dollar dur

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