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An Introduction to Financial Markets
book

An Introduction to Financial Markets

by Paolo Brandimarte
November 2017
Beginner content levelBeginner
784 pages
22h 31m
English
Wiley
Content preview from An Introduction to Financial Markets

Index

  • σ‐field
  •  
  • ABS, see asset‐backed security
  • absolute loss
  • acceptability functional
  • accrued interest
  • active constraint
  • active portfolio management
  • actuarially fair
  • adapted process
  • adjustable robust optimization
  • admissible policy
  • affine
    • function
    • independence
    • transformation
  • affine policy
  • affine term structure
  • algebra (of sets)
  • alpha
  • ambiguity
    • distributional
  • American‐style option
  • anchoring
  • annual percentage rate
  • annuity
  • APR, see annual percentage rate
  • APT, see arbitrage pricing theory
  • arbitrage
    • dynamic
    • instantaneous
    • opportunity
    • static
    • strategy
  • arbitrage pricing theory
  • arbitrageur
  • artificial variable
  • ask price
  • asset
    • exchange‐traded vs. over the‐counter.
    • liquid vs. illiquid
    • marketable
    • real vs. financial
    • tradable
    • tradable vs. nontradable
    • valuation vs. pricing
  • asset–liability management
  • asset‐backed security
  • attainable
    • payoff
    • portfolio
    • set
  • augmented Lagrangians
  • average
    • arithmetic
    • geometric
  •  
  • backwardation
  • balance sheet
  • bank
    • commercial
    • investment
    • retail
  • bank discount
  • banker's acceptance
  • barrier function
  • barrier option
  • basic
    • solution
    • variable
  • basis point
    • price value
  • basis risk
  • Bayes' theorem
  • Bayesian estimation
    • normal distribution
  • Bayesian statistics
  • behavioral factor
  • Bellman
    • equation
    • principle
  • bequest (utility from)
  • Bermudan‐style option
  • beta
    • distribution
    • function
  • beta‐neutral portfolio
  • bias–variance tradeoff
  • bid price
  • bid–ask spread
  • bid–offer spread, see bid–ask spread
  • big‐M constraint
  • binary option
  • binomial distribution
  • binomial model
  • bisection method
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Publisher Resources

ISBN: 9781118014776Purchase book