December 2008
Intermediate to advanced
696 pages
21h 40m
English
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Index
A
ABS. See Asset backed securities
Accrual swap, 150
Actual/actual conventions, 34
Actual/360 basis conventions, 34
Actual/365 basis conventions, 34
Ad hoc synthetics, 183
Analysts, 27
Annuity factors, 564
defaultable, 563
for asset pricing, 334
stock price, 367
tree models, 335
Arbitrage-free SDE, 334
Arbitrage-free spread, 556
Arbitrage opportunity, 285
definition of, 319
Arbitrage strategy, 320
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.