interest rate derivative
121Late-2000s financial crisis — The TED spread (in red) increased significantly during the financial crisis, reflecting an increase in perceived credit risk …
122National Asset Management Agency — Agency overview Formed Late 2009 Jurisdiction Ireland …
123Immunization (finance) — In finance, interest rate immunization is a strategy that ensures that a change in interest rates will not affect the value of a portfolio. Similarly, immunization can be used to insure that the value of a pension fund s or a firm s assets will… …
124Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… …
125Rational pricing — is the assumption in financial economics that asset prices (and hence asset pricing models) will reflect the arbitrage free price of the asset as any deviation from this price will be arbitraged away . This assumption is useful in pricing fixed… …
126Mundell–Fleming model — The Mundell–Fleming model, also known as the IS LM BP model, is an economic model first set forth (independently) by Robert Mundell and Marcus Fleming.[1][2] The model is an extension of the IS LM model. Whereas the traditional IS LM Model deals… …
127Risk-neutral measure — In mathematical finance, a risk neutral measure, is a prototypical case of an equivalent martingale measure. It is heavily used in the pricing of financial derivatives due to the fundamental theorem of asset pricing, which implies that in a… …
128Collateralized mortgage obligation — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …
