Investment Beahvioral Finance
Behavioral Finance / Bahavioral Bias
Behavioral Finance / Bahavioral Bias
Set of flashcards Details
| Flashcards | 51 |
|---|---|
| Language | English |
| Category | Finance |
| Level | University |
| Created / Updated | 15.01.2022 / 17.10.2023 |
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Forward rate with semiannual compounding
Spot rates to 6 month forward rates
Ableitung
f = ln(x)
f = ln(3x)
f = 3ln(x)
\(f' = {1\over\ x}\)
\(f' = {1\over\ x}\)
\(f' = {3\over\ x}\)
Ableitung
f = cos(x)
\( = {-sin(x)}\)
Ableitung
f(x) = sinx
\(f'(x) = {cosx}\)
d-Volatility
Value at risk VaR Formel
systematic value at risk
VaR systematic = RP x Qstd x Var(Index) x Beta
Value at Risk specific
Differencebetween Technician and fundamental analysis
Technicians seek to project the level at which a financial instrument will trade, whereas fundamental analysts seek to predict where it should trade.
What is convexity
Convexity measures how the interest rate sensitivity of a financial instrument changes with the level of rates. It contributes to price changes when rates start to move.
- Convexity is a measure of the curvature in the relationship between bond prices and bond yields.
- Convexity demonstrates how the duration of a bond changes as the interest rate changes.
- If a bond's duration increases as yields increase, the bond is said to have negative convexity.
- If a bond's duration rises and yields fall, the bond is said to have positive convexity.
