Index
A
- ABS. See asset-backed securities
- acceptance, risk
- accredited investor
- accuracy of simulations
- accurate data
- ADR. See American Depository Receipts
- American Depository Receipts
- American options
- approximations, limitations of
- arbitrage
- Asay
- asset-backed securities
- assets
- financial
- real
- at-close orders
- at-open orders
- avoidance, risk
B
- back office
- backtesting
- historical
- basis
- basis points
- bid/ask spread
- Black
- Black Scholes formula
- bond prices
- bonds
C
- calculating
- portfolio value-at-risk
- profits and losses
- calculus
- calculus derivatives
- calculus integration
- carrying costs
- cash flows, mismatched
- CDF. See cumulative density function
- CDS. See credit default swaps
- clearing
- CMO. See collateralized mortgage obligations
- collateralized bonds
- collateralized mortgage obligations
- combining strategies
- commodity spot market
- commodity swaps
- common stock
- comparing strategies
- compliance risk
- continuous risks
- correlation
- costs of
- eliminating risk
- hedging
- counterparty credit risk
- counterparty exposure, credit limits and
- credit default swaps
- credit limits
- counterparty exposure and
- implementing
- credit mitigation
- credit rating models
- criticism of
- credit risk
- managing
- master netting and
- credit value adjustment
- calculating
- causing risk
- cross-default clause
- cumulative density function
- cumulative probability of default
- currencies
- currency codes
- current exposure, potential future exposure and
- CVA. See credit value adjustment
D
- data mining
- data validation
- day orders ...
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