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Konvexität

English translation: convexity

GLOSSARY ENTRY (DERIVED FROM QUESTION BELOW)
German term or phrase:Konvexität
English translation:convexity
Entered by: Natalie Wilcock (X)

16:22 Dec 1, 2002
German to English translations [PRO]
Bus/Financial - Investment / Securities
German term or phrase: Konvexität
Im folgenden stellen wir dar, wie Zinsänderungsrisiken quantifiziert werden können.
Wir zeigen, dass sich durch Kennzahlen wie Duration und Konvexität die Sensitivität von einzelnen Anleihen sowie Portfolios annäherungsweise quantifizieren läßt, aber dass Value-at-Risk bzw. Simulationsmodelle präziser, wenn auch komplexer sind.
Natalie Wilcock (X)
Local time: 22:02
convexity
Explanation:
a measure of risk
Selected response from:

Per Incuriam
Grading comment
Vielen Dank.
3 KudoZ points were awarded for this answer



Summary of answers provided
5 +4convexity
Per Incuriam


  

Answers


11 mins   confidence: Answerer confidence 5/5 peer agreement (net): +4
convexity


Explanation:
a measure of risk

Per Incuriam
Native speaker of: Native in EnglishEnglish
PRO pts in category: 3
Grading comment
Vielen Dank.

Peer comments on this answer (and responses from the answerer)
agree  Chris Rowson (X): well it´s a measure of a measure of risk. The sensitivity increases in the nearer term, but further out t decreases again. The convexity refers to the shape of the curve (of the curve).
11 mins
  -> I stand corrected
agree  Teresa Reinhardt
15 mins
agree  Ralf Lemster: Convexity describes the non-linear relationship between price and yield
56 mins
agree  Edith Kelly
1 hr
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