Index
A
excel functions for, 40
Adjustable-rate mortgage (ARM), 231–233
Agency debt securities, 10, see also Debt securities
Annual percentage rate (APR), 237
Annuities, compounding and discounting, 27–29
APR., see Annual percentage rate (APR)
Arbitrage, CDO, 400
ARM., see Adjustable-rate mortgage (ARM)
Asset backed securities market (ABS), 12
Asset swaps, 326–327
Asset values, probability distribution of, 220
Attachment point, 402
B
BAC., see Basis after carry (BAC)
Balance sheet
CDO, 400
Balloon payment, 7
Bankruptcy
defaults, 199–200
Banks., see also Central banks
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