S

  • Savings and Loans, 98

  • Securities and Exchange Commission (SEC), 227, 362, 835

  • Segmentation theory, shape of zero curve, 96

  • Settlement price, 37, 835

  • Short rate, 706, 835

    • general tree-building procedure, 723732

    • hedging using one-factor models, 734735

    • interest rate trees, 721732

    • no-arbitrage models, 714732

    • volatility structures, 720721

  • Short-term funding, 814

  • Siegel’s ...

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