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28 relations: Amortizing loan, Black–Scholes equation, Bond duration, Bond valuation, Convexity (finance), Derivative, Discounting, Embedded option, Exercise (options), Finance, Finite difference, Frank J. Fabozzi, Function (mathematics), Greeks (finance), Hedge (finance), Immunization (finance), Interest rate, Linearity, List of convexity topics, Market risk, Outline of finance, Present value, Second derivative, Securities Industry and Financial Markets Association, Valuation of options, Yield curve, Yield to maturity, Zero-coupon bond.
Amortizing loan
In banking and finance, an amortizing loan is a loan where the principal of the loan is paid down over the life of the loan (that is, amortized) according to an amortization schedule, typically through equal payments.
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Black–Scholes equation
In mathematical finance, the Black–Scholes equation is a partial differential equation (PDE) governing the price evolution of a European call or European put under the Black–Scholes model.
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Bond duration
In finance, the duration of a financial asset that consists of fixed cash flows, for example a bond, is the weighted average of the times until those fixed cash flows are received.
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Bond valuation
Bond valuation is the determination of the fair price of a bond.
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Convexity (finance)
In mathematical finance, convexity refers to non-linearities in a financial model.
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Derivative
The derivative of a function of a real variable measures the sensitivity to change of the function value (output value) with respect to a change in its argument (input value).
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Discounting
Discounting is a financial mechanism in which a debtor obtains the right to delay payments to a creditor, for a defined period of time, in exchange for a charge or fee.
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Embedded option
An embedded option is a component of a financial bond or other security, and usually provides the bondholder or the issuer the right to take some action against the other party.
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Exercise (options)
The owner of an option contract has the right to exercise it, and thus require that the financial transaction specified by the contract is to be carried out immediately between the two parties, whereupon the option contract is terminated.
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Finance
Finance is a field that is concerned with the allocation (investment) of assets and liabilities (known as elements of the balance statement) over space and time, often under conditions of risk or uncertainty.
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Finite difference
A finite difference is a mathematical expression of the form.
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Frank J. Fabozzi
Frank J. Fabozzi is an American economist, educator, writer, and investor, currently Professor of Finance at EDHEC Business School and a Member of Presentation Edhec Risk Institute.
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Function (mathematics)
In mathematics, a function was originally the idealization of how a varying quantity depends on another quantity.
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Greeks (finance)
In mathematical finance, the Greeks are the quantities representing the sensitivity of the price of derivatives such as options to a change in underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent.
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Hedge (finance)
A hedge is an investment position intended to offset potential losses or gains that may be incurred by a companion investment.
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Immunization (finance)
In finance, interest rate immunization, as developed by Frank Redington is a strategy that ensures that a change in interest rates will not affect the value of a portfolio.
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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).
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Linearity
Linearity is the property of a mathematical relationship or function which means that it can be graphically represented as a straight line.
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List of convexity topics
This is a list of convexity topics, by Wikipedia page.
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Market risk
Market risk is the risk of losses in positions arising from movements in market prices.
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Outline of finance
The following outline is provided as an overview of and topical guide to finance: Finance – addresses the ways in which individuals and organizations raise and allocate monetary resources over time, taking into account the risks entailed in their projects.
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Present value
In economics and finance, present value (PV), also known as present discounted value, is the value of an expected income stream determined as of the date of valuation.
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Second derivative
In calculus, the second derivative, or the second order derivative, of a function is the derivative of the derivative of.
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Securities Industry and Financial Markets Association
The Securities Industry and Financial Markets Association (SIFMA) is a United States industry trade group representing securities firms, banks, and asset management companies.
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Valuation of options
In finance, a price (premium) is paid or received for purchasing or selling options.
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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.
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Yield to maturity
The yield to maturity (YTM), book yield or redemption yield of a bond or other fixed-interest security, such as gilts, is the (theoretical) internal rate of return (IRR, overall interest rate) earned by an investor who buys the bond today at the market price, assuming that the bond is held until maturity, and that all coupon and principal payments are made on schedule.
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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.
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Bond Convexity, Negative convexity.
References
[1] https://en.wikipedia.org/wiki/Bond_convexity
