Investment banking in global financial markets - Dresdner Kleinwort Wasserstein
... Modified Duration A measure closely linked to duration. Can be used to predict a change in price for a bond given a change in interest rates. Defined as duration divided by (1 + the gross redemption ...
www.drkw.com/eng/about/glossary_m.php
ATA Financial Conference
... 10:30am N-1 Prosecuting Money Laundering Marion Percell 11:00am-12:30pm N-2 From "Greeks" to Modified DurationAn Introduction to Common Risk Management Parameters and Strategies Ralf Lemster F-1 ...
www.atanet.org/pd/finance/schedule.htm
Bank of Baroda - India's International Bank - Financials - Director's Report
... Risk Management tools like Value at Risk [VaR], Stress Testing, Modified Duration, etc. are used and reports are submitted periodically to the top management. It also provides necessary support in ...
www.bankofbaroda.com/fin/fin_directorreport.asp
Yahoo Financial Glossary
Search- Finance Home- Yahoo!- Help Financial Glossary A B C D E F G H I J K L M N O P Q R S T U V W ...
in.us.biz.yahoo.com/f/g/dd.html
FIIG Training Site: General Information
... Mathematics and Formulae Bond Market Indexes Determinants of Interest Rates Credit Risk Duration and Modified Duration Yield Curves Mutual Funds Floating Rate Notes Hybrid Securities Concepts of Risk ...
www.fixedincome.com.au/course/gen_info.htm
Singapore Bond Index
Update or register contact details Please acknowledge the source: UOB SGS Index Index Modified Duration Average Yield All Short Long All Short Long All Short Long Jan-99 118.475 114.448 120.363 3.49 ...
www.quantshop.com/singapore_bonds.htm
Mazda Sassou - Film & Immagini in movimento
... 20/09/2005 14:00. Modified: 20/09/2005 14:54 ... 8000 kbps. Duration. 00:00:47 ...
www.lulop.com/post.php/3348
Bond duration -- Facts, Info, and Encyclopedia article
... Modified duration Modified duration is calculated as follows: where r is the (Click link for more info and facts about yield to maturity) yield to maturity of the bond. Embedded Options and Effective ...
www.absoluteastronomy.com/encyclopedia/b/bo/bond_duration.htm
http://www.heinzrudolfkunze.de/hrk.ics
... TZID:Europe/Berlin LAST-MODIFIED:20051102T204636Z BEGIN:DAYLIGHT DTSTART:20050327T010000 ... END:VEVENT BEGIN:VEVENT DURATION:PT2H45M LOCATION:Saarbrücken DTSTAMP:20040906T120402Z ...
www.heinzrudolfkunze.de/hrk.ics
ANDREW KALOTAY ASSOCIATES, INC. | BondOAS
... standard daycounts (Yields: YTM, YTC, YTP, YTW, CFY) Accrued interest for standard daycounts Modified duration, convexity, DV01 Cashflows SCENARIO ANALYSIS AND STRESS TESTING Total return over specified ...
www.kalotay.com/analytics/bond.html
trendwhores.de // You drive. You drive. I think there's something wrong with me.
... Added playlist() /w related options. * + Modified display() to get strings with spaces instead of ... player ?"), "duration" => $this->_psend("duration $player ?" ...
www.trendwhores.de/slimclass.php
EveryFreeGift.com - Product List
... adds functions for Net Future Value (NFV), Modified Internal Rate of Return (MIRR), Modified Duration, Payback, and Discount Payback. Aesthetic touch-ups include a brushed metal exterior ...
www.everyfreegift.com/product_list.jsp?category_id=21&pid=&cid=&lid=
Untitled Document
... 8.4. Computing the hedge ratio : the modified duration method DERIVATIVE VALUATION AND ANALYSIS Objective : At the conclusion of this topic, candidates will have a thorough knowledge of the issues ...
www.ifbl.lu/offre/certifications/ciia/ciia.htm
Rentensuche
... Tage Durchschnittsvolumen Stückzinsen Kupon Duration Laufzeit in Jahren Modified Duration Rendite ... volumen Stückzinsen Kupon Duration Laufzeit in Jahren Modified Duration Rendite ...
www.sparkasse-aachen.de/pages/brokerage/renten/rentensuche.html
RemoteMethods: Accounting Web Services (service)
... 1.1) Hits Today: 1 Total: 1239 Updated: 7/31/2003 Reviews: 0 Rating: Read Reviews| Report Error| Add To QuickList Web service to calculate bond prices, yield to maturity, duration, modified duration ...
www.remotemethods.com/home/business/accounti
NZX: Corporate A Grade
... Bills Trade Summaries Monthly Statistics Dividend Payments Corporate A Grade Gross Yield Modified Duration Wednesday, 17th August 2368.49 6.73 2.84 Tuesday, 16th August 2366.06 6.76 2.84 Monday ...
www.nzx.com/market/debt_summaries/NZCorpAGrade
AGF - Distributions
... DISTRIBUTION ($/UNIT) CAPITAL GAINS DISTRIBUTION ($/UNIT) ANNUALIZED YIELD (%) AVERAGE TERM MODIFIED DURATION AGF Canadian Bond Fund 5.65 0.0141000 0.0000000 3.00 9.9 Years 6.4 Years AGF Canadian ...
www.agf.com/t2scr/static/app/monthdistrib/public/dist_monthly.jsp?lang=en
Derivatives Add-in for Excel for Option pricing, historical volatility, VaR,...
... include: Bond valuation:HoadleyBond for the valuation (clean & dirty), yield to maturity, duration and modified duration of coupon bonds. HoadleyBond accepts a term structure of interest rates ("zero ...
www.hoadley.net/options/develtoolsaddin.htm
| The Kessler Companies | Investment Services |
... In other words, focusing on modified duration and equivalent measures, we design portfolios to provide higher yield without increasing market price volatility. In our view, the investment portfolios ...
www.kesslercompanies.com/investment.html
BATS: GMO-chips - Neue Technologie in der Nahrungsmittelforschung bezüglich der Vielfalt neuer GMOs
The goal of the GMOchips-project is the development of biochips to detect Genetically Modified Organisms (GMOs) in food. ... Duration: 01.01.2001-31.12.2003 (36 months), extended until 31.10.2004 ...
www.bats.ch/bats/projekte/gmochips/gmochips.php?lang_select=de
Washingtonpost.com: Business Guide
• Glossary front • Glossary Index A-G • Glossary Index H-M • Glossary Index N-R • Glossary Index S-Z Modified duration Search the Glossary Word Search Full Text Search The ratio of Macaulay duration ...
www.washingtonpost.com/wp-srv/business/longterm/glossary/a_m/modified_duration.htm
Modified Duration Calculator
... border=0 height="31" width="88"> Modified Duration Par Value: Settlement Date: Maturity Date: Annual Coupon Rate: % Yield: % Payments: Quarterly Semi - Annually Annually Term Directory: # | A | B ...
www.investopedia.com/calculator/MDuration.aspx
Duration - Wikipedia
... 2 Portfolioduration. 3 Modified Duration. 4 Bewertung des Durationskonzeptes ... Dies liefert die Modified Duration, DMD, die wie folgt mit der Macaulay Duration in Zusammenhang steht: ...
de.wikipedia.org/wiki/Duration
Calculator : Store Edcal Com
... exam. Features includes NFV, MIRR, Modified Duration, Payback, and Discount Payback functions; Easy-to-read 10-digit display, 10-number memory; Comfortable firm-touch keypad; Ideal for the Chartered ...
store.edcal.com/1269084.page
Uhlenbruch Finanzverlag - Weiterbildung Seminar Literatur Asset Management Risk Management
... Duration, Modified Duration, Spread Duration, Konvexität. Erweiterungen: Effective Duration, Key Rate Duration, Spread Duration ...
www.uhlenbruch.com/ik_am_pbm.98.html
<< vorherige Ergebnisse | >> weitere Ergebnisse
