Dv01

• Jun 26, 2026
• fixed-income

Hedging: Duration, Regression, and Model-Based Approaches

Fixed Income Trading and Risk Management by Alexander Düring (ISBN 9781119756354)

Previous: Portfolio Risk Management | Next: Mean-Variance Optimisation

Hedging is adding a liquid offset so an existing position stops moving with the market. Chapter 36 walks three rungs of sophistication: same-yield DV01, regression, and full curve model.

• Jun 06, 2026
• fixed-income

DV01, Duration, and Convexity: How Fixed Income Risk Actually Works

Chapter 4 is where fixed income risk stops being abstract. Tuckman and Serrat walk you through DV01, duration, and convexity in a one-factor world first, then show the yield-based versions everyone actually uses on the desk.