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debt-to-equity ratio is 0.5の場合は
MVCE/(MVD+MVCE)＝1.0/(0.5+1.0)になることに注意（ミスに注意）Sum-of-the-parts analysis is most useful when valuing a company with segments in different industries that have different valuatio […]
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An ETF’s tracking error is typically reported as the annualized standard deviation of the daily differential returns of the ETF and its benchmark.
資産運用会社（ETF スポンサー）
・ETF の組成・ポートフォリオ運用及び管理・ETF の上場手続き及 […] -
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Relative VaR is a measure of the degree to which the performance of the portfolio might deviate from its benchmark. Relative VaR is also referred to as “ex ante tracking error.”
Ex ante tracking error cor […]
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A hedonic index is a transaction-based real estate index, which relies on a single sale of a property as opposed to repeat sales of the same property.
NOI is a component of return in an appraisal-based […]
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Implied volatility is a measure of estimated future volatility, not historical volatility.
Volatility skew tends to steepen whenever the market price of hedging is rising, which causes its shape to be different […] -
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payer swaption＝ swap component – bond component
receiver swaption = bond component – swap component. -
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the effective convexity of a putable bond is always positive. It is the effective convexity of a callable bond that will change from positive to negative if interest rates fall and the call option is near the […]
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short-term structured finance vehicles with granular, homogeneous assets tend to be evaluated using a statistical-based approach to the existing book of loans (the reading exhibit refers under “Credit Analysis A […]
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