Similarities between Interest rate risk and Yield curve
Interest rate risk and Yield curve have 5 things in common (in Unionpedia): Arbitrage, Bond (finance), Heath–Jarrow–Morton framework, Interest rate, Yield curve.
Arbitrage
In economics and finance, arbitrage is the practice of taking advantage of a price difference between two or more markets: striking a combination of matching deals that capitalize upon the imbalance, the profit being the difference between the market prices.
Arbitrage and Interest rate risk · Arbitrage and Yield curve ·
Bond (finance)
In finance, a bond is an instrument of indebtedness of the bond issuer to the holders.
Bond (finance) and Interest rate risk · Bond (finance) and Yield curve ·
Heath–Jarrow–Morton framework
The Heath–Jarrow–Morton (HJM) framework is a general framework to model the evolution of interest rate curve – instantaneous forward rate curve in particular (as opposed to simple forward rates).
Heath–Jarrow–Morton framework and Interest rate risk · Heath–Jarrow–Morton framework and Yield curve ·
Interest rate
An interest rate is the amount of interest due per period, as a proportion of the amount lent, deposited or borrowed (called the principal sum).
Interest rate and Interest rate risk · Interest rate and Yield curve ·
Yield curve
In finance, the yield curve is a curve showing several yields or interest rates across different contract lengths (2 month, 2 year, 20 year, etc....) for a similar debt contract.
Interest rate risk and Yield curve · Yield curve and Yield curve ·
The list above answers the following questions
- What Interest rate risk and Yield curve have in common
- What are the similarities between Interest rate risk and Yield curve
Interest rate risk and Yield curve Comparison
Interest rate risk has 15 relations, while Yield curve has 96. As they have in common 5, the Jaccard index is 4.50% = 5 / (15 + 96).
References
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