Значение слова "CONVEXITY" найдено в 32 источниках

CONVEXITY

найдено в "Англо-русском большом универсальном переводческом словаре"

[kɔn`veksɪtɪ]

выпуклость

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найдено в "Англо-русском экономическом словаре"

сущ.

1) мат. выпуклость

а) (свойство графика функции у = f (x), заключающееся в том, что каждая дуга кривой лежит не ниже своей хорды)

See:

function, concavity, convex

б) (свойство множества, для которого любые две точки, принадлежащие множеству, могут быть соединены прямой линией, которая целиком будет принадлежать этому множеству)

See:

theory of sets, concavity, strict convexity

2) фин. выпуклость* (характеристика чувствительности рыночных цен купонных облигаций к изменениям уровня процентных ставок)

See:

coupon bond, duration, positive convexity, negative convexity

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измерение чувствительности рыночных цен купонных облигаций к изменениям общего уровня процентных ставок;см. duration.

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Выпуклость.

..Словарь терминов по риск-медеджменту.

найдено в "Investment dictionary"

Convexity: translation

A measure of the curvature in the relationship between bond prices and bond yields that demonstrates how the duration of a bond changes as the interest rate changes. Convexity is used as a risk-management tool, and helps to measure and manage the amount of market risk to which a portfolio of bonds is exposed.

CONVEXITY фото

In the example above, Bond A has a higher convexity than Bond B, which means that all else being equal, Bond A will always have a higher price than Bond B as interest rates rise or fall.

As convexity increases, the systemic risk to which the portfolio is exposed increases. As convexity decreases, the exposure to market interest rates decreases and the bond portfolio can be considered hedged. In general, the higher the coupon rate, the lower the convexity (or market risk) of a bond. This is because market rates would have to increase greatly to surpass the coupon on the bond, meaning there is less risk to the investor.

найдено в "Financial and business terms"

convexity: translation

A measure of the sensitivity of duration to changes in yield levels. Convexity is a measure of the stability or instability of the measured duration over a range of yields. If convexity is low, that is, if the price/yield relationship is close to a straight line, duration is stable. If convexity is high, duration is unstable. The greater an instrument's convexity, the less accurate duration will be.

See duration, effective duration, Macaulay duration and modified duration. American Banker Glossary

————

Property that a curve is above a straight line connecting two end points. If the curve falls below the straight line, it is called concave. Bloomberg Financial Dictionary

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Like duration, convexity is a measure of the price sensitivity of a bond. It measures the change in modified duration for a change in yield.

► See also Duration.

найдено в "Moby Thesaurus"

convexity: translation

Synonyms and related words:

aduncity, aquilinity, arching, arcuation, belly, boss, bump, circularity, colophon, concameration, concavity, convolution, crookedness, curvation, curvature, curving, curvity, cylindricality, dactylogram, dactylograph, decurvation, decurvature, dent, dint, embossment, excrescence, excurvation, excurvature, fingerprint, footmark, footprint, footstep, fossil footprint, globosity, globularity, hookedness, ichnite, ichnolite, impress, impression, imprint, incurvation, incurvature, incurvity, indent, indentation, indention, lump, orbicularity, pad, paw print, pawmark, pimple, print, pug, pugmark, recurvation, recurvature, recurvity, rondure, rotundity, rotundness, roundness, seal, sigil, signet, sinuosity, sinuousness, sphericality, sphericalness, sphericity, spheroidicity, spheroidity, stamp, step, stud, thumbmark, thumbprint, tortuosity, tortuousness, vaulting, vestige

найдено в "Англо-русском научно-техническом словаре"

выпуклость, выгнутость radius of convexity — матем. радиус выпуклости - absolute convexity - analytic convexity - complete convexity - complex convexity - convexity of roadway - generalized convexity - geodesic convexity - global convexity - holomorphic convexity - independent convexity - internal convexity - local convexity - logarithmic convexity - metric convexity - mild convexity - modified convexity - module of convexity - ordered convexity - planar convexity - polyhedral convexity - polynomial convexity - projective convexity - rational convexity - regular convexity - relative convexity - spherical convexity - star convexity - strict convexity - three-point convexity - uniform convexity - weak convexity

найдено в "Англо-русском словаре строительных терминов"

выпуклость

Англо-русский строительный словарь. — М.: Русский Язык.С.Н.Корчемкина, С.К.Кашкина, С.В.Курбатова.1995.

найдено в "Англо-русском словаре нефтегазовой промышленности"

1. выпуклость

2. св. усиление (шва)

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выпуклость

найдено в "Dictionary of invertebrate zoology"

convexity: translation

n. [L. convexus, arched outward]

(MOLLUSCA: Bivalvia)