Encyclopedia of Quantitative Finance, IV Volume Set

Contents

VOLUME 1

ABS Indices

Accumulated Claims

Actuarial Premium Principles

Adverse Selection

Affine Models

Algorithmic Trading

Alternating Direction Implicit (ADI) Method

Altiplano Option

Ambiguity

American Options

Arbitrage Bounds

Arbitrage: Historical Perspectives

Arbitrage Pricing Theory

Arbitrage Strategy

Arrow, Kenneth

Arrow–Debreu Prices

Asian Options

Asset–Liability Management

Atlas Option

Autocall

Automated Trading

Autoregressive Moving Average (ARMA) Processes

Average Strike Options

Bachelier, Louis (1870–1946)

Backtesting

Backward Stochastic Differential Equations

Backward Stochastic Differential Equations:Numerical Methods

Barndorff-Nielsen and Shephard (BNS) Models

Barrier Options

Base Correlation

Basket Default Swaps

Basket Options

Bates Model

Behavioral Portfolio Selection

Bermudan Options

Bermudan Swaptions and Callable Libor Exotics

Bernoulli, Jacob

Bid–Ask Spreads

Binomial Tree

Black, Fischer

Black–Litterman Approach

Black–Scholes Formula

Bond

Bond Options

Bubbles and Crashes

Butterfly

Call Auction Markets

Call Options

Call Spread

Capital Asset Pricing Model

Caps and Floors

Catastrophe Bonds

CDO Square

CDO Tranches: Impact on Economic Capital

Change of Numeraire

Cliquet Options

CMS Spread Products

Collateralized Debt Obligation (CDO) Options

Collateralized Debt Obligations (CDO)

Commodities and Numéraire

Commodity Forward Curve Modeling

Commodity Price Models

Commodity Risk

Commodity Trading

Compensators

Complete Markets

Conjugate Gradient Methods

Constant ...