KudoZ home » English to French » Finance (general)

long convexity portfolio (est-ce la convexité du portefeuille long ou acheteur)?


Login or register (free and only takes a few minutes) to participate in this question.

You will also have access to many other tools and opportunities designed for those who have language-related jobs
(or are passionate about them). Participation is free and the site has a strict confidentiality policy.
09:48 Feb 15, 2007
English to French translations [PRO]
Bus/Financial - Finance (general) / Asset Management/Alternative Management
English term or phrase: long convexity portfolio (est-ce la convexité du portefeuille long ou acheteur)?

Theta : 18 bps per week
Main investments : Fortis, SAP, BASF

Again our pure gamma positions had a hard time performing, although we proved able to mitigate the losses through disciplined intra-day hedging; We also produced alpha through pure risk-reward investments (Porsche, BHP BILITON). We keep our long convexity portfolio to benefit from exceptionally cheap risk prices, but we keep looking for opportunities to generate performance in such difficult conditions.
Olivier Carpon
Local time: 21:49

Summary of answers provided
4Convexity = Exponential benefits statistical trend in investment graph



1 day 22 hrs   confidence: Answerer confidence 4/5Answerer confidence 4/5
Convexity = Exponential benefits statistical trend in investment graph

a convexité se rapporte à la tendance de la statistique/du graphique dans le portfolio, pour démontrer/prouver à l'acheteur, etc.

Example sentence(s):
  • Nous gardons un longue convexité dans notre portfolio pour...
  • La convexité de ce graphique est si forte!
Local time: 13:49
Native speaker of: French
PRO pts in category: 4
Login to enter a peer comment (or grade)
The asker has declined this answer

Return to KudoZ list

KudoZ™ translation help
The KudoZ network provides a framework for translators and others to assist each other with translations or explanations of terms and short phrases.

See also:

Term search
  • All of ProZ.com
  • Term search
  • Jobs
  • Forums
  • Multiple search