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Fixed Income Analysis[edit]

Fixed income
Fixed income analysis
30-day yield
Adjusted current yield
Affine term structure model
Black–Derman–Toy model
Bond convexity
Bond convexity closed-form formula
Bond duration
Bond duration closed-form formula
Bond equivalent yield
Bond valuation
Bootstrapping (finance)
Chen model
Clean price
Cox–Ingersoll–Ross model
Current yield
Date rolling
Day count convention
Dirty price
Embedded option
Exchangeable bond
Extendible bond
Fisher equation
Global bond
Heath–Jarrow–Morton framework
Ho–Lee model
Hull–White model
Jamshidian's trick
Kalotay–Williams–Fabozzi model
LIBOR market model
Longstaff–Schwartz model
Mortgage yield
Nelson-Siegel
Nominal yield
Option-adjusted spread
Vasicek model
Yield (finance)
Yield spread
Yield to maturity
See Also
Interest rate risk
Credit risk
Hedge (finance)
Treasury
Bond option
Callable bond
Intertemporal choice
Floating interest rate
Interest
Mortgage loan
Preferred stock
Prepayment of loan
Swaps
Yield curve
Andrew Kalotay
Time value of money
Libor
Reference rate