Faster access than browser!Similarities between Outline of finance and Short-rate model
Outline of finance and Short-rate model have 28 things in common (in Unionpedia): Arbitrage, Binomial options pricing model, Black–Derman–Toy model, Black–Karasinski model, CFA Institute, Chen model, Cox–Ingersoll–Ross model, Fixed-income attribution, Forward rate, Heath–Jarrow–Morton framework, Ho–Lee model, Hull–White model, Interest rate, Interest rate derivative, Lattice model (finance), LIBOR market model, Log-normal distribution, Ornstein–Uhlenbeck process, Rendleman–Bartter model, Risk-neutral measure, Short-rate model, Stochastic differential equation, Stochastic process, Trinomial tree, Vasicek model, Wiener process, Yield curve, Zero-coupon bond.
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 Outline of finance · Arbitrage and Short-rate model ·
Binomial options pricing model
In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options.
Binomial options pricing model and Outline of finance · Binomial options pricing model and Short-rate model ·
Black–Derman–Toy model
In mathematical finance, the Black–Derman–Toy model (BDT) is a popular short rate model used in the pricing of bond options, swaptions and other interest rate derivatives; see Lattice model (finance) #Interest rate derivatives.
Black–Derman–Toy model and Outline of finance · Black–Derman–Toy model and Short-rate model ·
Black–Karasinski model
In financial mathematics, the Black–Karasinski model is a mathematical model of the term structure of interest rates; see short rate model.
Black–Karasinski model and Outline of finance · Black–Karasinski model and Short-rate model ·
CFA Institute
CFA Institute is a global association of investment professionals.
CFA Institute and Outline of finance · CFA Institute and Short-rate model ·
Chen model
In finance, the Chen model is a mathematical model describing the evolution of interest rates.
Chen model and Outline of finance · Chen model and Short-rate model ·
Cox–Ingersoll–Ross model
In mathematical finance, the Cox–Ingersoll–Ross model (or CIR model) describes the evolution of interest rates.
Cox–Ingersoll–Ross model and Outline of finance · Cox–Ingersoll–Ross model and Short-rate model ·
Fixed-income attribution
Fixed-income attribution refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time.
Fixed-income attribution and Outline of finance · Fixed-income attribution and Short-rate model ·
Forward rate
The forward rate is the future yield on a bond.
Forward rate and Outline of finance · Forward rate and Short-rate model ·
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 Outline of finance · Heath–Jarrow–Morton framework and Short-rate model ·
Ho–Lee model
In financial mathematics, the Ho–Lee model is a short rate model widely used in the pricing of bond options, swaptions and other interest rate derivatives, and in modeling future interest rates.
Ho–Lee model and Outline of finance · Ho–Lee model and Short-rate model ·
Hull–White model
In financial mathematics, the Hull–White model is a model of future interest rates.
Hull–White model and Outline of finance · Hull–White model and Short-rate model ·
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 Outline of finance · Interest rate and Short-rate model ·
Interest rate derivative
In finance, an interest rate derivative (IRD) is a derivative whose payments are determined through calculation techniques where the underlying benchmark product is an interest rate, or set of different interest rates.
Interest rate derivative and Outline of finance · Interest rate derivative and Short-rate model ·
Lattice model (finance)
In finance, a lattice model is a technique applied to the valuation of derivatives, where a discrete time model is required.
Lattice model (finance) and Outline of finance · Lattice model (finance) and Short-rate model ·
LIBOR market model
The LIBOR market model, also known as the BGM Model (Brace Gatarek Musiela Model, in reference to the names of some of the inventors) is a financial model of interest rates.
LIBOR market model and Outline of finance · LIBOR market model and Short-rate model ·
Log-normal distribution
In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed.
Log-normal distribution and Outline of finance · Log-normal distribution and Short-rate model ·
Ornstein–Uhlenbeck process
In mathematics, the Ornstein–Uhlenbeck process (named after Leonard Ornstein and George Eugene Uhlenbeck), is a stochastic process that, roughly speaking, describes the velocity of a massive Brownian particle under the influence of friction.
Ornstein–Uhlenbeck process and Outline of finance · Ornstein–Uhlenbeck process and Short-rate model ·
Rendleman–Bartter model
The Rendleman–Bartter model (Richard J. Rendleman, Jr. and Brit J. Bartter) in finance is a short rate model describing the evolution of interest rates.
Outline of finance and Rendleman–Bartter model · Rendleman–Bartter model and Short-rate model ·
Risk-neutral measure
In mathematical finance, a risk-neutral measure (also called an equilibrium measure, or equivalent martingale measure) is a probability measure such that each share price is exactly equal to the discounted expectation of the share price under this measure.
Outline of finance and Risk-neutral measure · Risk-neutral measure and Short-rate model ·
Short-rate model
A short-rate model, in the context of interest rate derivatives, is a mathematical model that describes the future evolution of interest rates by describing the future evolution of the short rate, usually written r_t \,.
Outline of finance and Short-rate model · Short-rate model and Short-rate model ·
Stochastic differential equation
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process.
Outline of finance and Stochastic differential equation · Short-rate model and Stochastic differential equation ·
Stochastic process
--> In probability theory and related fields, a stochastic or random process is a mathematical object usually defined as a collection of random variables.
Outline of finance and Stochastic process · Short-rate model and Stochastic process ·
Trinomial tree
The trinomial tree is a lattice based computational model used in financial mathematics to price options.
Outline of finance and Trinomial tree · Short-rate model and Trinomial tree ·
Vasicek model
In finance, the Vasicek model is a mathematical model describing the evolution of interest rates.
Outline of finance and Vasicek model · Short-rate model and Vasicek model ·
Wiener process
In mathematics, the Wiener process is a continuous-time stochastic process named in honor of Norbert Wiener.
Outline of finance and Wiener process · Short-rate model and Wiener process ·
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.
Outline of finance and Yield curve · Short-rate model and Yield curve ·
Zero-coupon bond
A zero-coupon bond (also discount bond or deep discount bond) is a bond where the face value is repaid at the time of maturity.
Outline of finance and Zero-coupon bond · Short-rate model and Zero-coupon bond ·
The list above answers the following questions
- What Outline of finance and Short-rate model have in common
- What are the similarities between Outline of finance and Short-rate model
Outline of finance and Short-rate model Comparison
Outline of finance has 849 relations, while Short-rate model has 70. As they have in common 28, the Jaccard index is 3.05% = 28 / (849 + 70).
References
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