This glossary contains all terms used therein.
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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. |