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spread constant

См. также в других словарях:

  • Constant proportion portfolio insurance — (CPPI) is a capital guarantee derivative security that embeds a dynamic trading strategy in order to provide participation to the performance of a certain underlying asset. See also dynamic asset allocation. The intuition behind CPPI was adopted… …   Wikipedia

  • Constant Tonegaru — Constant (Constantin) Tonegaru Born February 26, 1919(1919 02 26) Galaţi Died February 10, 1952(1952 02 10) (aged 32) Bucharest Occupation poet, journalist, activist, civil servant …   Wikipedia

  • Constant maturity swap — A constant maturity swap, also known as a CMS, is a swap that allows the purchaser to fix the duration of received flows on a swap. The floating leg of an interest rate swap typically resets against a published index. The floating leg of a… …   Wikipedia

  • Constant Elasticity of Variance Model — In mathematical finance, the CEV or Constant Elasticity of Variance model is a stochastic volatility model, which attempts to capture stochastic volatility and the leverage effect. The model is widely used by practitioners in the financial… …   Wikipedia

  • Spread spectrum — Passband modulation v · d · e Analog modulation AM · …   Wikipedia

  • Constant maturity credit default swap — A constant maturity credit default swap (CMCDS) is a type of credit derivative product, similar to a standard Credit Default Swap (CDS). Addressing CMCDS typically requires prior understanding of credit default swaps. In a CMCDS the protection… …   Wikipedia

  • Constant Proportion Debt Obligation — A Constant Proportion Debt Obligation (or CPDO) is a type of credit derivative sold to investors looking for long term exposure to credit risk on a highly rated note. They employ dynamic leveraging in a similar (but opposite) way to Credit CPPI… …   Wikipedia

  • Constant (programming) — const redirects here. For the keyword, see const correctness. In computer programming, a constant is an identifier whose associated value cannot typically be altered by the program during its execution (though in some cases this can be… …   Wikipedia

  • Constant Maturity Credit Default Swap — A Constant Maturity Credit Default Swap or (CMCDS) is a type of credit derivative product, similar to a standard Credit Default Swap. The difference is that a CMCDS pays a floating spread, using a traded CDS as a reference index. CMCDS may… …   Wikipedia

  • Spread The Rumors — Infobox Album | Name = Socratic Type = Album Artist = Socratic Released = May 12 2008 Recorded = Opra House, North Hollywood, CA Category = Emo Genre = Rock, Indie Rock Length = 38:56 Label = Drive Thru Records Producer = Mark Hoppus Reviews =… …   Wikipedia

  • Constant Maturity Swap — zwei Beispiele für Zeitreihen von Swapraten: die 10 und die 2 Jahres Swaprate und der Spread zwischen den beiden Der Constant Maturity Swap ist eine Form des Zinsswaps, bei dem die Zinszahlung eines Swappartners in regelmäßigen Abständen an einen …   Deutsch Wikipedia

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