Index
accreting swaps, definition
active management, concepts
AER see annual equivalent rate
AIG
Allied Irish Banks (AIB)
ALM see asset-liability management
American options
Americo Inc.
amortizing swaps, definition
annual equivalent rate (AER), definition
annualized volatilities, concepts
appendices
Apple
arbitrage
see also relative value trades
concepts
convertible bonds
definition
forward prices
arbitrage CDOs, definition
arbitrageurs
definition
Aristotle
Asian/Asiatic options see average price. . .
ask prices, definition
ask rates, FRAs
asset classes
asset swap spreads, definition
asset-backed securities
see also securitization
concepts
definition
asset-liability management (ALM), definition
asset-or-nothing options (AONs)
see also binary. . .
definition
assignment processes for the exercise of options, definition
at-best orders, definition
at-the-money options (ATM)
see also intrinsic value
definition
hedging with put options
audits
average daily percentage change in share prices
average price (Asian) options
concepts
costs
definition
back offices
backwardation, definition
balance sheet CDOs, definition
Bank for International Settlements
bankruptcy credit events
Barings Bank (1995)
barrier options
see also down. . . ; knock. . . ; up. . .
behavioural issues
concepts
critique
definition
protective puts
terms
types
valuations
Basel Committee on Banking Supervision
basis
definitions
risk
swaps
basket CDSs
see also credit default swaps; FTD. . . ; STD. . .
definition
basket ...
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