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instantaneous volatility shocking

German translation: unmittelbarer/kurzfrisitger Volatilitätsschock

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07:59 Jul 9, 2008
English to German translations [PRO]
Bus/Financial - Investment / Securities / Investment management system
English term or phrase: instantaneous volatility shocking
Aus einem Fragebogen zum Investement Management System des Unternehmens:

Aus dem Frageteil (liegt mir nur auf Deutsch vor):
Definition div. Szenarien (inkl. Derivate) / Simulationen:
- Benchmark-Simulation.
- Simulation der Marktparameter.
- Total Return.
- Ermittlung von Forwardcurves.
-- Attribution der entsprechenden Attribute, wie:
--- Roll-Down
--- Shift
- Volatilitätsszenarien.
- Hedge Ratios für Derivate (Delta, Beta, Duration etc.).
- Dynamische Hedgestrategien (z.B. Gamma-Hedge).
- Statische und dynamische Garantiekonzepte.
- Swap-orientierte Strategien (z.B. Inter-/Intra-Spread).
- Stress-Tests.
- Definition interner Modelle.


Die Antworten des Unternehmens:

No it will be possible to set the change in market parameters but we will not run simulations
Not supported
Curve shifts will be instantaneous

IMS v9 PMA
IMS v9 PMA
***Instantaneous volatility shocking*** will be available in IMS v9
Curve shifts will be instantaneous
Curve shifts will be instantaneous
Not planned
Simulation not available
Deterministic framework will be available
No simulation available


Leider konnte ich nichts zu dem Begriff "instantaneous volatility shocking" finden. Was könnte hier gemeint sein?

Vielen Dank!
Anne Spitzmueller
Germany
Local time: 05:39
German translation:unmittelbarer/kurzfrisitger Volatilitätsschock
Explanation:
ich gehe davon aus, dass hier obiges simuliert wird
Selected response from:

xxxukaiser
Local time: 05:39
Grading comment
Vielen Dank, Uwe!
4 KudoZ points were awarded for this answer

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Summary of answers provided
3 +1unmittelbarer/kurzfrisitger Volatilitätsschockxxxukaiser


  

Answers


1 hr   confidence: Answerer confidence 3/5Answerer confidence 3/5 peer agreement (net): +1
unmittelbarer/kurzfrisitger Volatilitätsschock


Explanation:
ich gehe davon aus, dass hier obiges simuliert wird

xxxukaiser
Local time: 05:39
Native speaker of: Native in GermanGerman
PRO pts in category: 175
Grading comment
Vielen Dank, Uwe!

Peer comments on this answer (and responses from the answerer)
agree  andres-larsen: unmittelbare Volatilitätssimulierung / kurzfristig weglassen
11 hrs
  -> danke!
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Changes made by editors
Jul 20, 2008 - Changes made by Steffen Walter:
Field (specific)Finance (general) » Investment / Securities
Field (write-in)Investement Management System » Investment management system


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