inglese » tedesco

Traduzioni di „term structure“ nel dizionario inglese » tedesco (Vai a tedesco » inglese)

term structure SOST ASSICURAZ

Vocabolario specializzato

term structure

Terminstruktur f

Esempi monolingue (non verificati dalla Redazione di PONS)

inglese

More formal mathematical descriptions of this relation are often called the term structure of interest rates. en.wikipedia.org

In the latter case, one calibrates the model parameters to fit both the current term structure of interest rates (yield curve), and the yield curve's volatility structure. en.wikipedia.org

A related concept is that of term structure of volatility, which describes how (implied) volatility differs for related options with different maturities. en.wikipedia.org

This system indirectly influences the term structure of interest rates in the whole economy. en.wikipedia.org

A collection of such volatilities forms a volatility term structure, similar to the yield curve. en.wikipedia.org

The cost of debt is computed by taking the rate on a risk-free bond whose duration matches the term structure of the corporate debt, then adding a default premium. en.wikipedia.org

For this reason, it is important the valuation model is well calibrated to the volatility term structure of the underlying, at least at the strikes implied by the range. en.wikipedia.org

The term structure of spot returns is recovered from the bond yields by solving for them recursively, by forward substitution. en.wikipedia.org

His research focuses on fixed income markets, term structure, derivatives, credit risk, computational finance and the role of arbitrage in financial markets. en.wikipedia.org

Analysis of the term structure of implied volatilities. en.wikipedia.org

Vuoi aggiungere una parola, una frase o una traduzione?

Inserisci una nuova voce.

Cerca nel dizionario

inglese

Pagina in Deutsch | Български | Ελληνικά | English | Español | Français | Italiano | Polski | Português | Русский | Slovenščina | Srpski | Türkçe | 中文