Spread, defined 7
Standard & Poor’s “Blue List” 429
Standard & Poor’s Corporation 496
Standard deviation 650
and value-at-risk analysis 627
Static spread 109
Statistical concepts 650
confidence intervals 653–4
mean 650
normal distribution 650
tables 655
probability distributions 650
standard deviation 650
summary of 781
Step-up convertible 358
Step-up recovery FRNs 88
Sterling, origin of 203
Sterling money markets 566
STIBOR 509
Stochastic calculus 752, 871
Itô calculus 752
Stochastic processes, interest rates and yield curves 121
Stochastic processes, introduction to 870
Stochastic processes (asset price dynamics) 745
bond price equation 753
Brownian motion 752
geometric Brownian motion 750
Lévy theorem 752
continuous processes 745
definition and concepts 757
deterministic ...

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