HuB Anleihen-Analyse
Programm zur Bewertung und Analyse von Anleihen. ... müller, Braess-Fangmeyer, etc werden Risikokennzahlen wie Duration, Convexity, Basis Point Value u.a ... Risikokennzahlen Duration, modified Duration, Convexity, Value of a Basispoint ...
www.hub-fsw.de/anleihen_analyse.htm
NewBreak
... spreads to curves, z spread (to spot curve), BEEM, DM, Effective Margin, Option Prices, modified duration, convexity, forward pricing (roll calculations). OAS based Analytics Scenario Analytics ...
www.newbreak.com/analytics&models.htm
FinancialStores.com - Finance Store Listing
... Val Southwick Fraud" Dollar duration "Vescor Fraud" The product of modified duration and the initial price. "Vescor Capital Fraud" Dollar price of a bond "Vescor Capital Corp Fraud" Percentage of ...
www.financialstores.com/index.html
ProFunds: Rising Rates Opportunity ProFund
... bond. How much interest rate changes affect bond prices How much a bond’s value will change in response to a change in the interest rate is determined by the bond’s modified duration. It reveals the ...
www.risingrates.com/RRContent.asp?ID=705
Modified duration, Investment Dictionary - FTMarketWatch.com
... Search Investors Edge: Modified duration A measure of the price sensitivity of a bond to Interest rate Movement . Equal to the Macaulay Duration divided by (1+ (bond yield/k)) where k is the number ...
www.ftmarketwatch.com/dictionary/Modified_duration.html
RENTENHANDEL.DE / Online-Informationssystem
... Wir analysieren Ihr Depot und liefern Ihnen folgende Kennzahlen: Duration Modified Duration Konvexität PVBP Hedgeratio Senden Sie Ihr Depot per: Fax: (0 97 32) 9 04-1 73 oder ...
www.rentenhandel.de/index.php?m=1&s=8
AGF - Distributions
... DISTRIBUTION ($/UNIT) CAPITAL GAINS DISTRIBUTION ($/UNIT) ANNUALIZED YIELD (%) AVERAGE TERM MODIFIED DURATION AGF Canadian Bond Fund 5.62 0.0140500 0.0000000 3.00 10.3 Years 6.4 Years AGF Canadian ...
www.agf.ca/t2scr/static/app/monthdistrib/public/dist_monthly.jsp?lang=en
UNISG Finanzmärkte, Anlageberatung und Porftoliomanagement
... Macauley) Duration ist für Bonds stets positiv. Die modified Duration ist für Bonds stets negativ. Die Definition der modified Duration weicht damit von der Definition in ZAK ...
www.sbf.unisg.ch/org/sbf/web.nsf/wwwPubInhalteDruck...6C53002E6401?opendocument
AIM Trimark Investments - Portfolio Managers
... rise. As such, the Fund has maintained a modified duration at approximately 0.7 years shorter than the benchmark Scotia Capital Universe Bond Index. As always, the team believes the Fund’s long-term ...
www.aimtrimark.com/AIM/Retail/new_fundmanagers/commentaries/tri_sel_bal_q0805.cfm
Wertpapier
... und Laufzeit vergrößert sich die Differenz zwischen Duration und Restlaufzeit, so dass insbesondere in Hoch ... die Rendite die tragende Rolle, sondern auch die Modified Duration; d.h ...
www.fl221.de/Scripte/WP.htm
Chicago Financial Mathematics Seminar
... durations are obtained from the OAS approach and why these duration measures are superior to modified duration obtained using the traditional approach for valuing callable bonds. October 23 (two ...
finmath.com/Chicago/NAFTCORP/Seminar.htm
Courses by School
Course Name. Duration. Title. Abbr. Type. Profile. From. Until. Saxion Hogeschool Enschede, Enschede. Technische Universiteit Delft, Delft. Technische Universiteit Eindhoven, Eindhoven
www.feani.org/FEANI%20Index/rptCoursesBySchoolPage9.html
Real Term Structure
... as 12.7 years and its "modified duration" as 4.0 years. The "maturity" of a bond is the remaining time to its last payment. However, a coupon-bearing bond in fact represents payments with several ...
economics.sbs.ohio-state.edu/jhm/ts/ts.html
http://webtest.canoo.com/buildservlet/BuildServlet?log=log200112162300LRel.90&format=xml
... seconds"></target> <modifications> <modification type="modified"> <filename>doc/info/manual ... test page"/> <result> <completed duration="739"/> </result> </step> <step> <parameter ...
webtest.canoo.com/buildservlet/BuildServlet?log=log...2162300LRel.90&format=xml
Bank Bills
... Rate Risk Issuer Long Term Margin Market Maker Market Value Maturity Medium Term Notes Modified Duration Mortgage-Backed Security Nominal Value Offer Oversubscribed Par Offer Oversubscribed Par ...
www.nabmarkets.com/aboutus/faq/glossary.asp
ERSTE-SPARINVEST KAG
... Modified Duration Ez a mutatószám azt adja meg százalékban, hogy az árfolyam mennyire változik a hozam egy százalékos változásánál. Mutatószámok (pénzügyi) FQleg társaságok és piacok analízisénél ...
hu.sparinvest.com/investmentfonds/HU/glossar.asp
Lösung Fallstudie 10 "In Area Swaps"
... Swap, Yield to Maturity, Modified Duration, Convexity, Convexity Adjustment, korrigierte Forward ... erfolgt über die abgeänderte Modified Duration und die abgeänderte Convexity ...
www.uni-siegen.de/~banken/fe/Fallstudie10.htm
Jim Wyckoff on the Markets
... Modified duration The ratio of Macaulay duration to (1 + y), where y = the bond yield. Modified duration is inversely related to the approximate percentage change in price for a given change in yield ...
www.jimwyckoff.com/glossary/glossary-mq.html
Universität München Seminar für Bankwirtschaft
[Adobe PDF] ... Nennen Sie die Prämissen der Duration nach Macaulay! ... Was besagt die Modified Duration und wie wird sie berechnet ...
www.bank.bwl.uni-muenchen.de/sfb_doc/fineffs02.pdf
Training Pages - Bonds & Fixed Income
... in addition to duration, bond investors can use other methods, such as DVO1, convexity and modified duration, to measure a bond's risk. more information | send enquiry Add to my hotlist Introduction ...
www.trainingpages.com/x/category,kw-1202,.html
Macaulay- und Modified-Duration
... Macaulay- und Modified-Duration Zurück Nächster Artikel: Konvexität Vorheriger Artikel: Anleihen - Zinseszins Schließen Vergleichen Sie kostenfrei die Private ...
www.finanzxl.de/lexikon/Macaulay_und_Modified_Duration.html
Russell/Mellon - Analytics
... CALL [EOP] % • YTM/CALL [EOP] % (Median) • YRS MAT/CALL • YRS MAT/CALL (Median) • Effective Modified Duration • Effective Modified Duration (Median) • Effective Convexity • Effective Convexity (Median ...
www.russellmellon.com/products/analytics/analytics.htm
UNISG Korrekturen FMT Folien
... je kleiner der Kupon desto kleiner die Duration. je kleiner der Kupon desto grösser die Duration. 70. Duration (D) modified Duration (Dm) ...
www.sbf.unisg.ch/org/sbf/web.nsf/c2d5250e0954edd3c1...908e532fec1256c5d004b2b3a
Hussman Funds - Weekly Market Comment: February 23, 2004 - Buy-and-Hold For ...
... If you divide the duration by (1+interest rate), we have something called the “modified duration”, which tells you how much your bond's price will change if interest rates change by 1%. The modified ...
www.hussmanfunds.com/wmc/wmc040223.htm
>> weitere Ergebnisse
