text: On page 116, formula 6.1, the price formula for a bond is actually for a semiannual coupon bond, not as stated on the book, for annual coupon bond.
  As a consequence, the dv01, duration and convexity formula it states are for semiannual coupon bonds as well. 
  I think both Tuckman and Fabozzi's books have their own pros and cons. Tuckman's book touchs more on the trading, which is interesting. Although it could be less rigorous in terms of treating the formulas. I own both books.
  