User:Graveca/Finance

Some pages on finance.

• Accrued interest - Basics
• Algorithmic trading - trading with algorithms
• Bond duration - Sensitivity of bond price to IR movements
• CD - Certificate of deposit.
• Clean price - The bond price quoted in the market.
• Computational finance - finance algos
• Derivative - Financial derivative
• Dirty price - The "full" bond price that is rather sensitive to coupon payment dates
• Fixed income attribution - How did I make money
• Greeks - in finance
• Heath Jarrow Morton - Pricing by simulation
• IRD - Interest rate derivatives
• IRS - Interest rate swaps
• P&L explained - My unexplained is too high
• SABR - volatility model
• Time value of money - Present/future value
• VWAP - Volume-weighted average price