- implied rate of interest
- • подразумеваемая процентная ставка• подразумеваемая ставка процента
Англо-русский экономический словарь.
implied rate of interest
Смотреть что такое "implied rate of interest" в других словарях:
Implied Rate — An interest rate that is determined by the difference between the spot rate and the forward/futures rate. The degree of relative costliness of a future rate can be assessed by comparing the implied rate with the spot rate. Calculated as: For… … Investment dictionary
Interest rate parity — is a no arbitrage condition representing an equilibrium state under which investors will be indifferent to interest rates available on bank deposits in two countries.[1] Two assumptions central to interest rate parity are capital mobility and… … Wikipedia
Interest rate swap — An interest rate swap is a derivative in which one party exchanges a stream of interest payments for another party s stream of cash flows. Interest rate swaps can be used by hedgers to manage their fixed or floating assets and liabilities. They… … Wikipedia
Interest rate cap and floor — Interest rate c An interest rate cap is a derivative in which the buyer receives payments at the end of each period in which the interest rate exceeds the agreed strike price. An example of a cap would be an agreement to receive a payment for… … Wikipedia
Implied volatility — In financial mathematics, the implied volatility of an option contract is the volatility implied by the market price of the option based on an option pricing model. In other words, it is the volatility that, given a particular pricing model,… … Wikipedia
implied volatility — Volatility of a financial instrument that is imputed by subtracting all of the other factors thought to contribute to the price of an option. The amount remaining after those subtractions is attributed to volatility. Implied volatility is not the … Financial and business terms
Implied Volatility - IV — The estimated volatility of a security s price. In general, implied volatility increases when the market is bearish and decreases when the market is bullish. This is due to the common belief that bearish markets are more risky than bullish… … Investment dictionary
implied forward rates — Indicated future interest rates derived from the differences between current rates for different maturities of the same instrument. Yield curves include implied information about future interest rates. For example, suppose that a 2 year… … Financial and business terms
Implied Call — A right given to mortgage borrowers that allows them to call or pay back a loan at any time. The call is implied, as it is included in most mortgages unless specified otherwise. The implied call allows a borrower to refinance a mortgage when… … Investment dictionary
Security interest — A security interest is a property interest created by agreement or by operation of law over assets to secure the performance of an obligation, usually the payment of a debt.[1] It gives the beneficiary of the security interest certain… … Wikipedia
Federal funds rate — In the United States, the federal funds rate is the interest rate at which depository institutions actively trade balances held at the Federal Reserve, called federal funds, with each other, usually overnight, on an uncollateralized basis.… … Wikipedia
