{"id":4009,"date":"2015-06-07T23:17:14","date_gmt":"2015-06-07T23:17:14","guid":{"rendered":"http:\/\/www.kunnskap.de\/?page_id=4009"},"modified":"2021-06-25T12:49:36","modified_gmt":"2021-06-25T10:49:36","slug":"modifizierte-duration","status":"publish","type":"page","link":"https:\/\/prudentwater.com\/en\/modifizierte-duration\/","title":{"rendered":"Modifizierte Duration"},"content":{"rendered":"<p>engl. <strong>Modified Duration<\/strong><\/p>\n<p>Die Modifizierte Duration einer Anleihe gibt die prozentuale Ver\u00e4nderung des Anleihenkurses aufgrund einer Ver\u00e4nderung des Marktzinssatzes (Euribor, Libor) an. Sie gibt an, um wie viel Prozent der Kurs einer Anleihe steigt, wenn der Marktzins um ein Prozent f\u00e4llt bzw. um wie viel Prozent der Kurs einer Anleihe f\u00e4llt, wenn der Marktzins um ein Prozent steigt. Die modifizierte Duration ist abh\u00e4ngig von der H\u00f6he des Kupon, der Laufzeit der Anleihe und dem Marktzins. Allgemein l\u00e4sst sich festhalten, dass je l\u00e4nger die Laufzeit der Anleihe ist, desto h\u00f6her die modifizierte Duration und je h\u00f6her der Kupon der Anleihe ist, desto geringer die modifizierte Duration. Je h\u00f6her die Kennzahl jedoch ist, desto sensibler reagiert die Anleihe auf eine Marktzinsver\u00e4nderung.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>engl. Modified Duration Die Modifizierte Duration einer Anleihe gibt die prozentuale Ver\u00e4nderung des Anleihenkurses aufgrund einer Ver\u00e4nderung des Marktzinssatzes (Euribor, Libor) an. Sie gibt an, um wie viel Prozent der Kurs einer Anleihe steigt, wenn der Marktzins um ein Prozent f\u00e4llt bzw. um wie viel Prozent der Kurs einer Anleihe f\u00e4llt, wenn der Marktzins um [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"footnotes":""},"class_list":["post-4009","page","type-page","status-publish","hentry"],"translation":{"provider":"WPGlobus","version":"3.0.2","language":"en","enabled_languages":["de","en"],"languages":{"de":{"title":true,"content":true,"excerpt":false},"en":{"title":false,"content":false,"excerpt":false}}},"featured_image_urls_v2":{"full":"","thumbnail":"","medium":"","medium_large":"","large":"","1536x1536":"","2048x2048":""},"post_excerpt_stackable_v2":"<p>engl. Modified Duration Die Modifizierte Duration einer Anleihe gibt die prozentuale Ver\u00e4nderung des Anleihenkurses aufgrund einer Ver\u00e4nderung des Marktzinssatzes (Euribor, Libor) an. Sie gibt an, um wie viel Prozent der Kurs einer Anleihe steigt, wenn der Marktzins um ein Prozent f\u00e4llt bzw. um wie viel Prozent der Kurs einer Anleihe f\u00e4llt, wenn der Marktzins um ein Prozent steigt. Die modifizierte Duration ist abh\u00e4ngig von der H\u00f6he des Kupon, der Laufzeit der Anleihe und dem Marktzins. Allgemein l\u00e4sst sich festhalten, dass je l\u00e4nger die Laufzeit der Anleihe ist, desto h\u00f6her die modifizierte Duration und je h\u00f6her der Kupon der Anleihe ist,&hellip;<\/p>\n","category_list_v2":"","author_info_v2":{"name":"PrudentWater","url":"https:\/\/prudentwater.com\/en\/author\/niklas33\/"},"comments_num_v2":"0 comments","_links":{"self":[{"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/pages\/4009","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/comments?post=4009"}],"version-history":[{"count":0,"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/pages\/4009\/revisions"}],"wp:attachment":[{"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/media?parent=4009"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}