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
chisquared 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
RiskAdjusted 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
ValueatRisk
var measure
var metric
vega
volatility
volatility clustering
volatility skew
white noise
yield
z bond
zero coupon bond
