value of a basis point 基点价值指当殖利率(*rate of yield)变动一个基点时(即万分之一),每百元面额的债券其价格变动的金额。此价值可用以衡量债券的利率风险。 value basis 价值基础 point basis 点基 basis point 【经】 基点 基点 Basis Point(bp)用于金融方面,债券和票据利率改变量的度量单位。一个基...
网络一个基点的价格金额 网络释义 1. 一个基点的价格金额 ...ration,也是衡量价格波动率的最常用方法)与「一个基点的价格金额」(pricevalueofabasispoint)。 www.taaze.tw|基于 1 个网页
网络一个基本点的价值;美元价值 网络释义
The price value of a basis point is a method of measuring theprice sensitivityof a bond. This is often established by assessing the absolute change in the price of a bond if the required yield changes by onebasis point(BPS). In other words, PVBP is the price change of a bond when the...
PVBP represents the change in the price of the bond when its yield changes by one basis point, or 0.01%. PVBP=duration×0.0001×bond value. This calculation ignores convexity because for a small change in yield, the curvature of the price-yield relationship typically has no material effect on...
The price value of a basis point (PVBP) of a bond is 0.75. If the yield on the bond goes up by 1 bps, the price of the bond will:() A. decline by 0.75. B. increase by 0.75. C. increase or decrease by 0.75. 相关知识点: 试题来源: 解析 A Inverse relationships exist bet...
Price Value of a Basis Pointdoi:10.1007/0-387-26336-5_1585The change in the value of a fixed-income asset resulting from a one basis point change in the asset's yield to maturity. One basis point represents 0.25 percent.Springer US
The price value of a basis point (PVBP) of a bond is 0.75. If the yield on the bond goes up by 1 bps, the price of the bond will: A. increase by 0.75. B. increase or decrease by 0.75. C. decline by 0.75. D. is less volatile than a bond with a PBVP of $0.50. 相关...
Price Value of a Basis Point Theprice value of a basis point(PVBP) is a measure of the change in theabsolute valueof the price of a bond for a one basis point change in yield. This may also be referred to as DV01, or the dollar value change for a one bp move. It is another wa...
UNIT5THEVALUEOFMONEY知识点讲解课件高中英语人教版必修第三册.pptx,;;1. basis n.基础;根据;基点 (1) on the basis of在某事的基础上;根据某事 on a regular basis定期地,经常地 (2) base n.基部,基础,基地;总部 vt.以……为基础;基地设在…… base...on/upon...