Index

12b-l fees

1987 stock market crash

2007–2010 crisis

ABS

ABX index

Accounting

GAAP

hedge

Adjustable rate mortgages (ARMs)

ADR

Adverse selection

Algorithmic trading systems

Alignment of interests

Alpha

Jensen’s

Altman’s Z-score

Amaranth Advisors

American depository receipt (ADR)

American Insurance Group (AIG)

Annualization

factor

Annuity

Approvals

Arbitrage

Asset-backed security (ABS)

Asset

extrinsic value

factor response

intrinsic value

model

price

risks

risky

valuation

value

At-issue criteria

Bachelier, Louis

Back-testing

Backwardation

Barclays Capital U.S. Government/Corporate Index

Bars

Basis

Basis point

dollar value of a

present value of a

Basis risk

Behavioral finance

Benchmark

Beta

Beta adjustment

Black box

Black-Scholes formulae

Black-Scholes-Merton framework

Black-Scholes model

BofA Merrill Lynch High Yield Constrained Index

Bogey

Bond

amortizing

asset-backed

bullet

callable

convertible

coupon bearing

credit spread

due diligence

floating rate

high grade

interest-only

mortgage-backed

plain vanilla

puttable

sinking fund

zero-coupon

Bootstrapping

Boundary conditions

Breaking the buck

British Bankers’ Association (BBA)

Bubble

dot-com

market

Bureau of Labor Statistics

Burnout

Business cycle

initial recovery

late expansion

recession

slowdown

Busted convertible

Calendar risk

Call

margin

option

covered

delta

hedge ratio

naked

on enterprise upside

prepayment as

volatility risk

provision

risk

Cap

Capital asset pricing model (CAPM)

Capital gain

Caplet

Captive finance company ...

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