金融词汇收集

DV01: Dollar value change per one basis point change in interest rate. For bond, DV01 is another measure of bond price sensitivity. DV01 is the monetary change in bond price for 1 basis point change in interest rates (by default it is usually expressed as price change for 1bp increase in interest rates). There can also be DV01′s for credit spreads (sometimes referred to as CR01) and inflation rates.

期货基点价值,更多详细内容如下

http://www.cmegroup.com/cn-s/education/files/IR_Calculating_The_Dollar_Value_of_a_Basis_PointSCH.pdf

For derivatives such as option, DV01 = Rho / 100


MTM: Mark to Market

http://www.investopedia.com/terms/m/marktomarket.asp


FVA: Funding Valuation Adjustment

http://www.stern.nyu.edu/cons/groups/content/documents/webasset/con_044636.pdf



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