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Traduções para „modified duration“ no dicionário Inglês » Alemão (Salte para Alemão » Inglês)

modified duration SUBST MERC FINAN

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modified duration (Sensitivitätskennzahl zur Quantifizierung des Marktrisikos eines festverzinslichen Wertpapiers)

Modified Duration (MD) f

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Modified duration is the name given to the price sensitivity and is the percentage change in price for a unit change in yield. en.wikipedia.org

The sum may not be exact because modified duration assumes a flat yield curve, which is seldom the case. en.wikipedia.org

In other cases, such as modified duration in bond trading, a percentage change in output is divided by a unit (not percentage) change in input, yielding a semi-elasticity instead. en.wikipedia.org

Modified duration is also useful as a measure of the sensitivity of a bond's market price to finite interest rate (i.e., yield) movements. en.wikipedia.org

Alternatively, and often more usefully, convexity can be used to measure how the modified duration changes as yields change. en.wikipedia.org

The sum of an instruments key rate durations is approximately equal to its modified duration. en.wikipedia.org

The modified duration is a measure of the price sensitivity to yields and provides a linear approximation. en.wikipedia.org

Modified duration is a rate of change, the percent change in price per change in yield. en.wikipedia.org

An example of semi-elasticity is modified duration in bond trading. en.wikipedia.org

Modified duration applies when a bond or other asset is considered as a function of yield. en.wikipedia.org

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