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1 payoff diagram
фин. диаграмма выплат* (график функции прибыльности производного финансового нструмента; на горизонтальной оси откладывается отклонение реальной цены базового актива от цены исполнения, на вертикальной оси — величина прибыли или убытков держателя опциона при соответствующих отклонениях)Syn:See: -
2 payoff diagram
Менеджмент: график выплат -
3 payoff diagram
сущ. график выплат mEnglish-Russian project management dictionary > payoff diagram
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4 payoff diagram
фин. диаграмма выплат* (диаграмма, отражающая стоимость производного инструмента к моменту исполнения в зависимости от цены базового актива; например для опциона это просто его внутренняя стоимость к моменту исполнения)See:The new English-Russian dictionary of financial markets > payoff diagram
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5 payoff function
1) фин. функция прибыльности* (связывает цену базового актива на момент исполнения производного финансового инструмента и величину прибыли или убытков, которые получает держатель инструмента; напр., для опциона это его внутренняя стоимость к моменту исполнения)See:2) т. игр функция выплатSyn: -
6 derivative
1. прил.1) общ. производный, вторичный2) фин. производный (о финансовом инструменте, цена которого зависит от цены базового товара, валюты или другого финансового инструмента)"Triple-witching day" is the day on which three derivative instruments all expire on the same day. — "Тройной день ведьм" — это день, когда одновременно истекает срок исполнения трех производных инструментов.
See:2. сущ.1) фин. производная ценная бумага, производный (финансовый) инструмент, дериватив (финансовый инструмент, стоимость которого зависит от цены базового актива, валюты или другого финансового инструмента; напр., опцион, фьючерс)Syn:See:derivative market, underlying asset, payoff, payoff function, payoff diagram, premium, exercise price, option writer, option holder, exotic derivative, vanilla derivative, linear derivative, non-linear derivative, option, futures contract, forward contract, credit derivative, embedded derivative, catastrophe derivative, contract for difference, American Depositary Receipt2) мат. производная, производная функция (приращение функции при бесконечно малом приращении ее аргумента; названия практически всех производных функций в экономике начинаются со слова "предельный" (marginal))derivative on the left [right\] — левая [правая\] производная
derivative with respect to— производная по...
See:function, differentiability, marginal utility, marginal rate of substitution, marginal productivity, marginal rate of technical substitution, marginal rate of transformation
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1) деривативный, производный от чего-либо, созданный на базе чего-либо; 2) деривативный (производный) финансовый инструмент; см. derivative instrument.* * *. A financial instrument, traded on or off an exchange, the price of which is directly dependent upon the value of one or more underlying securities, equity indices, debt instruments, commodities, other derivative instruments, or any agreed upon pricing index or arrangement. Derivatives involve the trading of rights or obligations based on the underlying product but do not directly transfer property. They are used to hedge risk or to exchange a floating rate of return for a fixed rate of return. . Glossary of Futures Terms .
См. также в других словарях:
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