Book:Risk Management in Finance
From Infogalactic: the planetary knowledge core
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Derivatives
- Exotic Derivatives
- Derivative
- 7 Day SEC Yield
- Additional Funds Needed
- All-in rate
- Alternative investment
- Ancillary revenue
- Anti-money laundering software
- Asset-backed securities index
- Asset-backed security
- Big bath
- Buy side
- CAMEL rating system
- CAN SLIM
- Cable
- Capitalization rate
- Carried interest
- Cash Surplus Value Added
- Cash concentration
- Cash flow hedge
- Cash management
- Chinese wall
- Cliquet
- Collar
- Commodore option
- Constant proportion portfolio insurance
- Contango
- Cost price
- Cov-lite
- Credit enhancement
- Customer Demand Planning
- Deal flow
- Deal toy
- Debt ratio
- Debtor finance
- Delivery point
- Derivatives market
- Dividend Discount Model
- Earnings before interest and taxes
- Earnings Test
- Earnings before interest, taxes and depreciation
- Earnings yield
- EBDIT
- Eurodollar
- Exchange-traded derivative contract
- Exotic derivatives
- Facilitation payment
- Finance designations
- Finance lease
- Financial Reporting
- Financial result
- Financial sponsor
- Fixed liability
- Financial forecast
- Free riding
- Gain
- Global tactical asset allocation
- Growth recession
- Hedge fund
- Implied repo rate
- Infection ratio
- Innovation capitalist
- Investment style
- Lock box
- Magic Formula Investing
- Makingup price
- Margin
- Mark to model
- Market if touched
- Micro venture capital
- Multi-Currency Pricing
- Nancy Reagan Defense
- Net income per employee
- No doc loan
- Nominated Adviser
- Nonrecourse debt
- Normal backwardation
- On the run
- Operating lease
- Operational due diligence
- PBDIT
- Pari passu
- Pledge fund
- Portfolio insurance
- Power reverse dual currency note
- Private equity
- Profitability index
- Prosperity consciousness
- Purchase price adjustment
- Quality investing
- Remittance advice
- Reverse convertible securities
- Right-financing
- Saleability
- Soft commodity
- Special Memorandum Account
- Split share corporation
- Stag profit
- Stochastic
- Stochastic modelling
- Structured finance
- Subordination
- Ten bagger
- The Dogs of the Dow
- Total return
- Tranche
- Undervalued stock
- Valuation risk
- Value investing
- Venture capital
- Active risk
- Basis risk
- Coherent risk measure
- Commodity risk
- Consumer credit risk
- Credit reference
- Credit risk
- Credit scorecards
- Currency risk
- Discounted maximum loss
- Economic capital
- Equity risk
- Expected shortfall
- Financial risk
- Financial risk management
- Fixed bill
- Foreign exchange hedge
- Fuel price risk management
- Hedge
- ITGC
- Immunization
- Institute of Internal Auditors
- Institute of Operational Risk
- Interest rate risk
- Jarrow–Turnbull model
- Legal risk
- Liquidity risk
- Market risk
- Rate risk
- Restricting Access to Databases
- Risk aversion
- Risk measure
- Risk neutral
- Risk-free interest rate
- RiskMetrics
- Roy's safety-first criterion
- Specific risk
- Spectral risk measure
- Systematic risk
- Systemic risk
- Tail risk
- Tail value at risk
- Taleb distribution
- Tracking error
- Value at risk
- Global Financial Centres Index
- Algorithmic trading
- Alpha generation platform
- Alternative Trading Systems
- Alternext
- American Homeowner Preservation
- Arbitrage
- Ask price
- Bid price
- Big Boy Letter
- Block trade
- Broker-dealer
- Burgundy
- CUSIP Linked MIP Code
- Capital asset pricing model
- Capital market
- Center for Audit Quality
- Central Counterparty Clearing
- Central Securities Depository
- Clearing
- Clearing balance requirement
- Commercial Mortgage Securities Association
- Committee of European Securities Regulators
- Committee on Capital Markets Regulation
- Commodity Exchange Act
- Composite
- Consolidated Quotation System
- Consolidated Tape Association
- Consolidated Tape System
- Convenience yield
- Convertible arbitrage
- Cornering the market
- Cost of carry
- Crossing network
- Dark liquidity
- Dark pools of liquidity
- Delta neutral
- Direct market access
- Domestic market
- Earnings response coefficient
- Efficient-market hypothesis
- Electronic trading
- Equity capital markets
- Equity-Linked Note
- Euro money market
- External financing
- Faroese Securities Market
- Financial Information eXchange
- Financial market
- Financial instrument
- Financial market efficiency
- Financial market participants
- Financial quote
- Financial services
- Fixed income arbitrage
- Flight-to-liquidity
- Flight-to-quality
- Floor broker
- Floor trader
- Foreign exchange autotrading
- Form 3
- Forward market
- Fourth market
- Fundamentally based indexes
- Fution
- Future Trading Act
- GEOS
- Global Industry Classification Standard
- Grain Futures Act
- Grand supercycle
- Green trading
- Hot debt periods
- Hot equity periods
- Hybrid market
- Index arbitrage
- Industry Classification Benchmark
- Interbank lending market
- Internal financing
- Issuer
- Jensen's alpha
- Latino Community Foundation
- Limits to arbitrage
- Long
- Long / short equity
- Low latency
- Mark-to-market accounting
- Market data
- Market maker
- Market price
- Market anomaly
- Market clearing
- Market distortion
- Market identification code
- Market impact
- Market liquidity
- Market manipulation
- Market portfolio
- Market saturation
- Market sector
- Market trend
- Markets in Financial Instruments Directive
- Mid price
- Minimum acceptable rate of return
- Momentum
- Multilateral Trading Facility
- Municipal Bond Arbitrage
- Naive diversification
- National Futures Association
- National best bid and offer
- National market system plan
- Jorge P Newbery
- Noise trader
- Noisy market hypothesis
- Odd lotter
- Options Price Reporting Authority
- Paper trading
- Paris Bourse
- Payment for order flow
- Payment schedule
- Performance attribution
- Pfandbrief
- Portfolio
- Position
- Post earnings announcement drift
- Power Plus Pro
- Precautionary demand
- Prestige Bulletin
- Price discovery
- Primary Dealer Credit Facility
- Primary market
- Principal trade
- Proprietary trading
- QuickFIX
- Reference data
- Regional Bond Dealers Association
- Reset
- Risk arbitrage
- Risk premium
- SEC filing
- Securities Industry and Financial Markets Association
- STAMP
- Secondary market
- Short
- Speculation
- Speculative attack
- Speculative demand
- Spot price
- Spread trade
- Stock market corrections
- Subscription
- Swap spread
- Third market
- Thomson Financial League Tables
- Time Weighted Average Price
- Trading charts
- Trading strategy
- Transfer agent
- Tulip formation
- Turquoise
- Unit price
- Valuation
- Virtual Bidding
- Volatility arbitrage
- Yellow strip
- Yield spread
- Technical analysis
- Accumulation/distribution index
- Advance decline line
- Average Directional Index
- Average True Range
- Bollinger bands
- Bottom
- Breakout
- Broadening Top
- Candlestick chart
- Chart pattern
- Chartered Market Technician
- Chartist
- Commodity Channel Index
- Coppock curve
- Cutler's relative strength index
- Detrended price oscillator
- Doji
- Donchian channel
- Double Top & Double Bottom
- Dow Theory
- Ease of movement
- Ralph Nelson Elliott
- Elliott wave principle
- Flag and pennant patterns
- Force Index
- Gann angles
- Gaps
- Hammer
- Head and shoulders
- Head and Shoulders
- Hikkake Pattern
- Hindenburg Omen
- Inverted hammer
- Keltner channel
- George Lane
- MACD
- Market Technicians Association
- Mass index
- McClellan Oscillator
- Momentum
- Money flow
- Morning star
- Moving average
- Negative volume index
- Noise chart
- On-balance volume
- Open interest
- Open-high-low-close chart
- Oscillator
- PAC charts
- Parabolic SAR
- Pivot point calculations
- Point and figure chart
- Price and Volume Trend
- Price channels
- Rahul Mohindar Oscillator
- Rate of change
- Relative strength index
- Shooting star
- Spinning top
- Stochastic oscillator
- Support and resistance
- Technical indicator
- The Elliott Wave Theorist
- The Island Reversal
- Top
- Trend following
- Trend lines
- Triangle
- Triple Top & Triple Bottom
- Trix
- Ulcer Index
- Ultimate Oscillator
- Volatility
- Volatility clustering
- Wedge Formations
- Wedge pattern
- Williams %R
- 1256 Contract
- Accumulator
- Asian option
- Backspread
- Basis
- Basis swap
- Basis trading
- Basket option
- Bear spread
- Binary option
- Bond plus option
- Box spread
- Broker's call
- Bull spread
- Butterfly
- CME Group
- CME SPAN
- Calendar spread
- Callable bull/bear contract
- Capital guarantee
- Cashflow matching
- Collateralized debt obligation
- Commodity price index
- Commodity tick
- Conditional variance swap
- Constant Proportion Debt Obligation
- Constant maturity credit default swap
- Constant maturity swap
- Contract for difference
- Correlation swap
- Correlation trading
- Credit default swap
- Credit default swap index
- Credit derivative
- Credit spread (bond)
- Credit spread (options)
- Currency future
- Debit spread
- Delivery month
- Delta One
- Derivatives law
- Dollar roll
- Dual currency deposit
- E-mini S&P
- Energy derivative
- Equity derivative
- Equity swap
- Exercise
- Expiration
- FTSE MTIRS Index
- Financial future
- First Prudential Markets
- Foreign exchange derivative
- Foreign exchange option
- Forex swap
- Forward rate agreement
- Forward contract
- Forward price
- Forward start option
- Freight derivative
- Futures contract
- Futures exchange
- Gold exchange-traded fund
- Heston model
- IMM dates
- IVX
- Imarex
- Implied volatility
- Inflation derivative
- Inflation swap
- Option
- Option naming convention
- Barrier option
- Binomial options pricing model
- Black model
- Black–Scholes
- Bond option
