Dienstag, 29. Oktober 2024, 14:06
Website: Cyber*SchoolKurs: Cyber*School (Home)
Glossar: Glossary | English
K
kappa:cp. vega |
key figures:The key figures are used for assessing investment funds and go beyond the pure analysis of the performance . These include, for example, the terms volatility, Sharpe ratio, Jensen's alpha. |
Key Rate Duration:The Key Rate Duration describes the overall interest rate risk of interest rate derivative on individual maturity spectrum. Using the Key Rate Duration manages to calculate the consequences of a turn or curvature of the yield curve for the present value of the portfolio. |