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Interest rate risk and Yield curve

Shortcuts: Differences, Similarities, Jaccard Similarity Coefficient, References.

Difference between Interest rate risk and Yield curve

Interest rate risk vs. Yield curve

Interest rate risk is the risk that arises for bond owners from fluctuating interest rates. 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.

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 · See more »

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 · See more »

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 · See more »

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 · See more »

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 · See more »

The list above answers the following questions

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

This article shows the relationship between Interest rate risk and Yield curve. To access each article from which the information was extracted, please visit:

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