term structure of interest rates
31George W. Bush's first term as President of the United States — began January 20 2001 and ended January 20 2005, with the beginning of his second term as president. Conservative agendaOn his first day in office, Bush moved to block federal aid to foreign groups that offered counseling or any other assistance… …
32Normal backwardation — The graph depicts how the price of a single forward contract will behave through time in relation to the expected future price at any point time. A contract in backwardation will increase in value until it equals the spot price of the underlying… …
33Yield curve — The graphical depiction of the relationship between the yield on bonds of the same credit quality but different maturities. Related: Term structure of interest rates. Harvey (1991) finds that the inversions of the yield curve (short term rates… …
34Anna Schwartz — Anna Jacobson Schwartz Naissance 1915 (États Unis) Domicile New York Nationalité américaine Champ …
35Кривая доходности — (yield curve) Графическая кривая, которая показывает доход (yield) по ценным бумагам с фиксированным процентом в зависимости от срока, остающегося до даты их погашения. Кривая доходности обычно поднимается, указывая на то, что инвесторы… …
36Expectations hypothesis theories — Theories of the term structure of interest rates which include the pure expectations theory, the liquidity theory of the term structure, and the preferred habitat theory. These theories hold that each forward rate equals the expected future… …
37expectations hypothesis theories — Theories of the term structure of interest rates, which include the pure expectations theory; the liquidity theory of the term structure, and the preferred habitat theory. These theories hold that each forward rate equals the expected future… …
38Official Cash Rate — The Official Cash Rate (OCR) is the interest rate paid by banks in the overnight money market in Australia and New Zealand. Through the regulated use of Exchange Settlement Accounts, a central bank is able to adjust the interest rates of a nation …
39ОБЛИГАЦИЯ — BONDПроцентный долговой сертификат, один из серии составляющих ссуду правительству или деловой корпорации или офиц. обещание заемщика выплатить кредитору определенную сумму денег в указанную будущую дату с гарантией или без нее и подписанное и… …
40Hull-White model — In financial mathematics, the Hull White model is a model of future interest rates. In its most generic formulation, it belongs to the class of no arbitrage models that are able to fit today s term structure of interest rates. It is relatively… …
