interest rate derivative
31Material derivative — The material derivative[1][2] is a derivative taken along a path moving with velocity v, and is often used in fluid mechanics and classical mechanics. It describes the time rate of change of some quantity (such as heat or momentum) by following… …
32Partial derivative — In mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary).… …
33Marginal rate of substitution — In economics, the marginal rate of substitution is the rate at which a consumer is ready to give up one good in exchange for another good while maintaining the same level of utility. Contents 1 Marginal rate of substitution as the slope of… …
34Mass flow rate — is the mass of substance which passes through a given surface per unit time. Its unit is mass divided by time, so kilogram per second in SI units, and slug per second or pound per second in US customary units. It is usually represented by the… …
35total rate of return swap — total return swap (TRS) A total return swap or total rate of return swap is a bilateral contract where one party receives the total return on a reference asset in exchange for paying the other party a periodic cash flow, typically a floating rate …
36Greeks (finance) — The Greeks redirects here. For the ethnic group, see Greeks. In mathematical finance, the Greeks are the quantities representing the sensitivities of the price of derivatives such as options to a change in underlying parameters on which the value …
37Outline of finance — The following outline is provided as an overview of and topical guide to finance: Finance – addresses the ways in which individuals, businesses and organizations raise, allocate and use monetary resources over time, taking into account the risks… …
38Futures contract — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …
39Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity …
40Black–Scholes — The Black–Scholes model (pronounced /ˌblæk ˈʃoʊlz/[1]) is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European …
