effective convexity
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Effective convexity — The convexity of a bond calculated with cash flows that change with yields. The New York Times Financial Glossary … Financial and business terms
convexity — A measure of the sensitivity of duration to changes in yield levels. Convexity is a measure of the stability or instability of the measured duration over a range of yields. If convexity is low, that is, if the price/yield relationship is close to … Financial and business terms
effective duration — (1) One of several methods of expressing duration. More accurate than Macaulay duration or modified duration. See convexity, duration, Macaulay duration, and modified duration (2) A synonym for empirical duration. See empirical duration. (3) A… … Financial and business terms
Действующая выпуклость — выпуклость облигации, рассчитанная на основе потоков наличности, изменяющихся вместе с доходностью. По английски: Effective convexity См. также: Стоимость облигаций Финансовый словарь Финам … Финансовый словарь
Bond duration — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
Fixed income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio … Wikipedia
Fixed-income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio … Wikipedia
Collateralized mortgage obligation — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
Economics of global warming — This article describes the economics of global warming and climate change. Contents 1 Definitions 2 Climate change science 3 Scenarios 4 Trends and projections … Wikipedia
John von Neumann — Von Neumann redirects here. For other uses, see Von Neumann (disambiguation). The native form of this personal name is Neumann János. This article uses the Western name order. John von Neumann … Wikipedia
