Index
Absence of arbitrage principle, I:, I:. See also arbitrage, absence of
ABS/MBS (asset-backed securities/mortgage-backed securities), I:, I:
cash flow of, III:
comparisons to Treasury securities, III:
modeling for, III:
Accounting, II:, II:
Accounting firms, watchdog function of, II:
Accounts receivable turnover ratio, II:
Active-passive decomposition model, III:, III:, III:
Activity ratios, II:, II:
Adapted mesh, one year to maturity, II:
Adjustable rate mortgages (ARMs). See ARMs (adjustable rate mortgages)
Adjustments for changes in net working capital (ANWC), II:
Adverse selection, III:
Affine models, III:
Affine process, basic, I:, I:
Agency ratings, and model risk, II:
Airline stocks, II:, II:, II:, II:
Akaike Information Criterion (AIC), II:, II:
Algorithmic trading, II:
Algorithms, II:, II:, III:
Allied Products Corp., cash flow of, II:
α-stable densities, III:, III:
α-stable distributions
defined, II:
discussion of, III:
fitting techniques for, II:
properties of, II:
simulations for, II:
subordinated representation of, II:
usefulness of, III:
and VaR, II:
variables with, II:
α-stable process, III:
Alternative risk measures
proposed, III:
Amazon.com
cash flows of, II:, II:
American International Group (AIG), stock prices of, III:
Amortization, II:, III:
Analysis
and Barra model, II:
bias in, II:
common-size, II:
crisis-scenario, III:
to determine integration, II:
formulas for quality, II:
fundamental, II:, II:, II:
interpretation of results, III:
mathematical, I: ...
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