Index

3G mobile phones 75

30/360 day-count convention 324, 1567, 177, 187

30E/360 day-count convention 324, 1567, 187

ABSs see asset-backed securities

accrued interest

concepts 201, 3265, 1357, 1558, 177

mathematical formulae 1558

actual prices 35

actual/360

convention 334

actual/365

convention 334

actual/actual convention 334

AER see annual equivalent rate

agencies, credit ratings 56, 2930, 65, 75, 11521, 152

agreements, repos 978, 1003

Allied Domecq 11617

alpha evaluations 523

American options 10713, 178

annual equivalent rate (AER) 468

annual percentage rate (APR) 468, 178

annuities

website 1534

concepts 1516, 1667, 178

mathematical formulae 1667

appendices 153213

APR see annual percentage rate

arbitrage 178

asset swaps 123, 130

asset-backed securities (ABSs)

see also securitization

concepts 74, 147, 1789

indices 147

at-the-money options 11112, 179

auctions 179

Australia 6, 910, 35

average life 14950, 179

backwardation 179

balance sheets 7

Bank of England 1, 97, 1001

Bank for International Settlements (BIS) 123

bank loans 1

Bank of Scotland 67

bankers' acceptances 645, 1701, 180

see also money markets

banks, repos 95105, 182, 184

barbell 180

basis points 1389, 180

basis risk 180

basis swaps 123, 132

bearer bonds 180

benchmarks 1201, 14752

beta evaluations 524, 181

bid-offer spreads 369, 181

BIS see Bank for International Settlements

BMA see Bond Market Association

BOBL 181

Bond Market Association (BMA) 956, 100

bonds

see also coupon; ...

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