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 Active Investing
 Agency Securities
 Alpha
 arbitrage
 arbitrage free model
 arbitrage free pricing
 ARCH GARCH
 ARMA
 asian option
 asset backed security
 asset liability management
 autoregressive process
 backwardation
 bank for international settlements
 bankers acceptance
 barings debacle
 barrier option
 basel committee
 basis point
 basis swap
 basket option
 beta
 binary option
 black 1976
 black scholes 1973
 bond
 bond accrued interest
 bond equivalent yield
 book entry, registered, bearer bonds
 brownian motion
 callable bond
 callable security
 cap
 capital allocation
 capital asset pricing model
 capital market line
 cauchy distribution
 central limit theorem
 certificate of deposit
 chi-squared distribution
 cholesky factorization
 chooser option
 closed form solution
 cofi index
 collateral
 collateralized debt obligation
 collateralized mortgage obligation
 commercial paper
 common stock
 compound option
 compounding
 contingent premium option
 continuous linked settlement
 convertible security
 convexity bias
 cornish fisher
 corporate bond
 corporate risk management
 corporation
 correlation
 credit derivative
 credit enhancement
 credit risk
 cubic spline
 currency codes
 currency swap
 custodian
 default model
 delta and gamma
 delta hedge
 derivative instrument
 directional strategy
 directors and officers liability insurance
 discount instrument
 discount yield
 duration and convexity
 dynamic hedging
 economic capital
 economic profit
 efficient frontier
 Efficient Market Hypothesis
 eigenvalue
 enron
 equity default swap
 Eurodollar Deposit
 Eurodollar future
 european financial regulation
 event driven strategy
 exchange traded
 fast fourier transform
 fed funds
 fixed income term structure
 floater
 floor
 forward
 forward rate agreement
 forward start option
 Fundamental Theorem of Asset Pricing
 future
 futures spread
 gap analysis
 garman kohlhagen 1983
 GARP Scandal
 gradient hessian jacobian
 greeks
 group of 30 report
 hedge fund
 hedging and diversification
 heteroskedasticity
 hybrid
 hypothecation
 imaginary numbers
 intensity model
 interest rate parity
 interest rate risk
 interest rate spreads
 interest rate swap
 international bonds
 interpolation
 inverse floater
 Investment Management
 io and po
 joint normal distribution
 junk bond
 kurtosis
 law of one price
 least squares
 legal risk
 leverage
 libor
 linear polynomial of a random vecrtor
 linear transformation
 liquidity
 liquidity risk
 lognormal distribution
 lookback option
 managed futures
 mapping procedure
 market neutral strategy
 market portfolio
 market risk
 martingale
 mean
 mean reversion
 medium term note
 merton 1973
 MM Notation
 model risk
 monte carlo method
 monte carlo transformation
 mortgage backed security
 moving average process
 multicollinear
 multifactor option
 municipal securities
 Mutual Fund
 netting
 normal distribution
 notional amount
 off balance sheet finance
 operational risk
 option
 option adjusted spread
 option pricing theory
 options spread
 pac bond
 par value
 path dependence
 physical settlement
 polynomial
 portfolio credit risk
 portfolio theory
 positive definite matrix
 preferred stock
 prepayment
 presettlement risk
 principal components
 private placement
 project finance
 put call parity
 quadratic transformation
 quantile
 quanto
 rainbow option
 random walk
 Random Walk Hypothesis
 range forward
 record date
 regulatory capital
 reinvestment risk
 remappings
 repo
 return
 rho
 risk
 Risk-Adjusted Performance Metric
 risk aversion
 risk limits
 risk management
 risk metric and risk measure
 riskmetrics
 scenario analysis
 securities lending
 securitization
 security
 Senior Claim, Subordinated Claim
 set
 settlement
 settlement risk
 Sharpe Ratio, Treynor Ratio
 short sale
 sinking fund
 skewness
 soft dollars
 spread risk
 spreads
 stable paretian distributions
 standard deviation
 stochastic volatility model
 stress testing
 Structural Credit Risk Model
 swap
 swaption
 syndicated loan
 taylor series
 term structure
 theta
 time series stochastic process
 time value and intrinsic value
 transaction costs
 treasury bill
 treasury note and bond
 treasury securities
 treasury strips
 treasury tips
 TruPS
 uniform distribution
 united states financial regulation
 valuation
 Value-at-Risk
 var measure
 var metric
 vega
 volatility
 volatility clustering
 volatility skew
 white noise
 yield
 z bond
 zero coupon bond
 

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