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Übersetzungen für „modified duration“ im Englisch » Deutsch-Wörterbuch (Springe zu Deutsch » Englisch)
modified duration SUBST FINMKT
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Englisch
- 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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