Index
12b-l fees
1987 stock market crash
2007–2010 crisis
ABS
ABX index
Accounting
GAAP
hedge
Adjustable rate mortgages (ARMs)
ADR
Adverse selection
Algorithmic trading systems
Alignment of interests
Alpha
Jensen’s
Altman’s Z-score
Amaranth Advisors
American depository receipt (ADR)
American Insurance Group (AIG)
Annualization
factor
Annuity
Approvals
Arbitrage
Asset-backed security (ABS)
Asset
extrinsic value
factor response
intrinsic value
model
price
risks
risky
valuation
value
At-issue criteria
Bachelier, Louis
Back-testing
Backwardation
Barclays Capital U.S. Government/Corporate Index
Bars
Basis
Basis point
dollar value of a
present value of a
Basis risk
Behavioral finance
Benchmark
Beta
Beta adjustment
Black box
Black-Scholes formulae
Black-Scholes-Merton framework
Black-Scholes model
BofA Merrill Lynch High Yield Constrained Index
Bogey
Bond
amortizing
asset-backed
bullet
callable
convertible
coupon bearing
credit spread
due diligence
floating rate
high grade
interest-only
mortgage-backed
plain vanilla
puttable
sinking fund
zero-coupon
Bootstrapping
Boundary conditions
Breaking the buck
British Bankers’ Association (BBA)
Bubble
dot-com
market
Bureau of Labor Statistics
Burnout
Business cycle
initial recovery
late expansion
recession
slowdown
Busted convertible
Calendar risk
Call
margin
option
covered
delta
hedge ratio
naked
on enterprise upside
prepayment as
volatility risk
provision
risk
Cap
Capital asset pricing model (CAPM)
Capital gain
Caplet
Captive finance company ...
