Abacus

ABS. *See* Asset-backed securities (ABS)

Actuarial approach

Actuarial risk

Actuarial science

Actuarial techniques

Adverse selection risk

Agency problems

AICPA. *See* American Institute of Certified Public Accountants (AICPA)

AIG (American International Group)

Airbus

Air transport accidents

Alternative market structures

American Institute of Certified Public Accountants (AICPA)

American Law Institute

Analytic variance-covariance approach

Annuities and obligations (problem)

Antipersistent time series

A-parametric approach

APT. *See* Asset price theory (APT)

Arbitrage

Arbitrage CDO

Arbitrage CLO

Arbitrage-free price process

Arbitrage pricing theory

ARCH and GARCH estimators

AR (1)-ARCH (1) model (example)

A GARCH, (1,1) model (example)

Arrow, Kenneth

Arrow-Debreu framework

binomial option pricing (example)

generalization to multiple periods (example)

generalization to *n* states (example)

implied risk-neutral probability (problem)

options pricing (problem)

the price of a call option (example)

Arrow-Pratt index of risk aversion

Asian crisis of 1998,

Asian options (example)

Asset allocation:

asset pricing theory (APT)

efficiency frontier (problem)

Markowitz-based approach

two-securities portfolio (problem)

two-securities portfolio problem (example)

two-stock portfolio (example)

Asset-backed securities (ABS)

Asset price theory (APT)

Asset pricing:

Arrow-Debreu fundamental approach to

overview of

Assets:

multiple

pricing of

real and financial

Asymmetry

ATM. *See* At-the-money (ATM) ...

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