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Frage		Antworten
[(V +) + (V-) - 2 x V] / ((change in bps) ^ 2 x V) Lernen beginnen		[(V+) + (V-) - 2 x V] / ((change in bps)^2 x V)
conversion ratio Lernen beginnen		Par value / Conversion price
Conversion value Lernen beginnen		Conversion ratio x underlying share price
Current yield Lernen beginnen		Annual cash payment / Bond price
Accrued interest Lernen beginnen		coupon value x (t/T)
Interest coverage ratio Lernen beginnen		EBIT / interest expenses
EBITDA Lernen beginnen		Operating income + Depreciation + Amortization
G-spread Lernen beginnen		YTM on a corporate bond - YTM on a benchmark bond
Coupon / (1 + spot rate1 / 2) + Coupon / (1 + spot rate2 / 2) ^ 2 + ... + Coupon + principle / (1 + spot raten / 2) ^ n Lernen beginnen		Coupon/(1 + spot rate1/2) + Coupon/(1 + spot rate2/2)^2 + ... + Coupon + principle/(1 + spot raten/2)^n
convexity adjustment Lernen beginnen		0.5 x Annual convexity x yield change^2
% change in price of Bond Lernen beginnen		(-annual mod. duration x yield change + 0.5 x annual convexity x yield change^2) x100
Running yield Lernen beginnen		Annual coupon / Bond price
Bank discount yield Lernen beginnen		((Face value - Price) / Face value) x 360 / Days to maturity
YTM = real rate of return + expected inflation + Lernen beginnen		YTM = realna stopa zwrotu + oczekiwana inflacja + premium for credit risk + premium for lack of liquidity
Flat price of the bond Lernen beginnen		Full price - Accrued interest
Accrued interest Lernen beginnen		Coupon payment x (t/T)
Full price of the bond Lernen beginnen		Value on the coupon date x (1 + YTM/2)^(t/T)
Coefficient of variation Lernen beginnen		Standard deviation / Mean
Free cash flow Lernen beginnen		Cash flow from operations - Capital expenditures
Current inventory turnover Lernen beginnen		COGS / Inventory turnover
Variable costs Lernen beginnen		Variable costs / Revenue x New revenue level
Interest expenses Lernen beginnen		Total capital x Weight of debt x Cost of debt
Weight of debt Lernen beginnen		D / (D + 1)

Fixed Income

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