duration (of an investment)

duration (of an investment)

фр. duration

исп. duración

средний срок; «дьюрейшн», мера процентного риска (инвестиций) (выражается в годах. — Перев .)

Средневзвешенный срок погашения всех денежных потоков (включая выплаты основных сумм) по каждому виду или категории инвестиций. Удельный вес каждого платежа в его текущей стоимости соотносится с рыночной стоимостью данного вида или категории инвестиции.


Финансы и долги. — М.: Весь мир. 1997.

Игры ⚽ Поможем написать курсовую

Смотреть что такое "duration (of an investment)" в других словарях:

  • Duration — A measure of the sensitivity of the price (the value of principal) of a fixed income investment to a change in interest rates. Duration is expressed as a number of years. Rising interest rates mean falling bond prices, while declining interest… …   Investment dictionary

  • Collective investment scheme — The values and performance of collective funds are listed in newspapers A collective investment scheme is a way of investing money alongside other investors in order to benefit from the inherent advantages of working as part of a group. These… …   Wikipedia

  • Public-Private Investment Program for Legacy Assets — On March 23, 2009, the United States Federal Deposit Insurance Corporation (FDIC), the Federal Reserve, and the United States Treasury Department announced the Public Private Investment Program for Legacy Assets. The program is designed to… …   Wikipedia

  • Net present value — In finance, the net present value (NPV) or net present worth (NPW)[1] of a time series of cash flows, both incoming and outgoing, is defined as the sum of the present values (PVs) of the individual cash flows of the same entity. In the case when… …   Wikipedia

  • Bond valuation — is the process of determining the fair price of a bond. As with any security or capital investment, the fair value of a bond is the present value of the stream of cash flows it is expected to generate. Hence, the price or value of a bond is… …   Wikipedia

  • Ram Mudambi — is Professor and Perelman Senior Research Fellow in General and Strategic Management at the Fox School of Business and Management at Temple University, United States. He has published over fifty refereed journal articles and six books on the… …   Wikipedia

  • Defined-Benefit Plan — An employer sponsored retirement plan where employee benefits are sorted out based on a formula using factors such as salary history and duration of employment. Investment risk and portfolio management are entirely under the control of the… …   Investment dictionary

  • minimum — {{Roman}}I.{{/Roman}} noun ADJECTIVE ▪ absolute, bare, very ▪ agreed, guaranteed ▪ recommended ▪ federal …   Collocations dictionary

  • Fixed income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio …   Wikipedia

  • Fixed-income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio …   Wikipedia

  • china — /chuy neuh/, n. 1. a translucent ceramic material, biscuit fired at a high temperature, its glaze fired at a low temperature. 2. any porcelain ware. 3. plates, cups, saucers, etc., collectively. 4. figurines made of porcelain or ceramic material …   Universalium


Поделиться ссылкой на выделенное

Прямая ссылка:
Нажмите правой клавишей мыши и выберите «Копировать ссылку»