User:Graveca/Finance

Some pages on finance.


 * Accrued interest - Basics
 * Algorithmic trading - trading with algorithms
 * Bond duration - Sensitivity of bond price to IR movements
 * CD - Certificate of deposit.
 * Clean price - The bond price quoted in the market.
 * Computational finance - finance algos
 * Derivative - Financial derivative
 * Dirty price - The "full" bond price that is rather sensitive to coupon payment dates
 * Fixed income attribution - How did I make money
 * Greeks - in finance
 * Heath Jarrow Morton - Pricing by simulation
 * IRD - Interest rate derivatives
 * IRS - Interest rate swaps
 * P&L explained - My unexplained is too high
 * SABR - volatility model
 * Time value of money - Present/future value
 * VWAP - Volume-weighted average price