|
質問 |
答え |
[(V +) + (V-) - 2 x V] / ((change in bps) ^ 2 x V) 学び始める
|
|
[(V+) + (V-) - 2 x V] / ((change in bps)^2 x V)
|
|
|
|
学び始める
|
|
Par value / Conversion price
|
|
|
|
学び始める
|
|
Conversion ratio x underlying share price
|
|
|
|
学び始める
|
|
Annual cash payment / Bond price
|
|
|
|
学び始める
|
|
|
|
|
|
学び始める
|
|
|
|
|
|
学び始める
|
|
Operating income + Depreciation + Amortization
|
|
|
|
学び始める
|
|
YTM on a corporate bond - YTM on a benchmark bond
|
|
|
Coupon / (1 + spot rate1 / 2) + Coupon / (1 + spot rate2 / 2) ^ 2 + ... + Coupon + principle / (1 + spot raten / 2) ^ n 学び始める
|
|
Coupon/(1 + spot rate1/2) + Coupon/(1 + spot rate2/2)^2 + ... + Coupon + principle/(1 + spot raten/2)^n
|
|
|
|
学び始める
|
|
0.5 x Annual convexity x yield change^2
|
|
|
% change in price of Bond 学び始める
|
|
(-annual mod. duration x yield change + 0.5 x annual convexity x yield change^2) x100
|
|
|
|
学び始める
|
|
Annual coupon / Bond price
|
|
|
|
学び始める
|
|
((Face value - Price) / Face value) x 360 / Days to maturity
|
|
|
YTM = real rate of return + expected inflation + 学び始める
|
|
YTM = realna stopa zwrotu + oczekiwana inflacja + premium for credit risk + premium for lack of liquidity
|
|
|
|
学び始める
|
|
Full price - Accrued interest
|
|
|
|
学び始める
|
|
|
|
|
|
学び始める
|
|
Value on the coupon date x (1 + YTM/2)^(t/T)
|
|
|
|
学び始める
|
|
Standard deviation / Mean
|
|
|
|
学び始める
|
|
Cash flow from operations - Capital expenditures
|
|
|
Current inventory turnover 学び始める
|
|
COGS / Inventory turnover
|
|
|
|
学び始める
|
|
Variable costs / Revenue x New revenue level
|
|
|
|
学び始める
|
|
Total capital x Weight of debt x Cost of debt
|
|
|
|
学び始める
|
|
|
|
|
