Difference between revisions of "Template:Bond market"

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(Bootstrapping)
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|list4  =  [[Asset-backed security]]{{·}} [[Collateralized debt obligation]]{{·}} [[Collateralized mortgage obligation]]{{·}} [[Commercial mortgage-backed security]]{{·}} [[Mortgage-backed security]]
 
|list4  =  [[Asset-backed security]]{{·}} [[Collateralized debt obligation]]{{·}} [[Collateralized mortgage obligation]]{{·}} [[Commercial mortgage-backed security]]{{·}} [[Mortgage-backed security]]
  
|group5 = Derivatives
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|group5 = DerivativesouiuoYGYGDSUvhdfhsdifuyfy938groups 5 (intuition)tions
|list5  =  [[Bond option]]{{·}} [[Credit derivative]]{{·}} [[Credit default swap]]{{·}} [[Credit-linked note|CLN]]{{·}} [[Inflation derivatives]]
 
 
 
|group6 = Pricing
 
|list6  =  [[Accrued interest]]{{·}} [[Bond valuation]]{{·}} [[Clean price]]{{·}} [[Coupon (bond)|Coupon]]{{·}} [[Day count convention]]{{·}} [[Dirty price]]{{·}} [[Maturity (finance)|Maturity]]{{·}} [[Par value#Bonds|Par value]]
 
 
 
|group7 = Yield analysis
 
|list7  =  [[Nominal yield]]{{·}} [[Current yield]]{{·}} [[Yield to maturity]]{{·}} [[Yield curve]]{{·}} [[Bootstrapping (finance)|Bootstrapping]]{{·}} [[Bond duration]]{{·}} [[Bond convexity ]]{{·}} [[TED spread]]
 
 
 
|group8 = Credit and spread analysis
 
|list8  =  [[Credit analysis]]{{·}} [[Credit risk]]{{·}} [[Credit spread (bond)|Credit spread]]{{·}} [[Yield spread]]{{·}} [[Z-spread]]{{·}} [[Option adjusted spread]]
 
 
 
|group9 = Interest rate models
 
|list9  =  [[Short rate model]]s{{·}} [[Rendleman-Bartter model|Rendleman-Bartter]]{{·}} [[Vasicek model|Vasicek]]{{·}} [[Ho-Lee model|Ho-Lee]]{{·}} [[Hull-White model|Hull-White]]{{·}} [[Cox-Ingersoll-Ross model|Cox-Ingersoll-Ross]]{{·}} [[Chen model|Chen]]{{·}} [[Heath-Jarrow-Morton framework|Heath-Jarrow-Morton]]{{·}} [[Black-Derman-Toy model|Black-Derman-Toy]]{{·}} [[LIBOR Market Model|Brace-Gatarek-Musiela]]
 
 
 
|group10 = Organizations
 
 
|list10  =  [[Commercial Mortgage Securities Association]] (CMSA){{·}} [[ICMA|International Capital Market Association]] (ICMA){{·}} [[SIFMA|Securities Industry and Financial Markets Association]] (SIFMA)
 
|list10  =  [[Commercial Mortgage Securities Association]] (CMSA){{·}} [[ICMA|International Capital Market Association]] (ICMA){{·}} [[SIFMA|Securities Industry and Financial Markets Association]] (SIFMA)
  
 
}}<noinclude>[[Category:Finance templates|{{PAGENAME}}]]</noinclude>
 
}}<noinclude>[[Category:Finance templates|{{PAGENAME}}]]</noinclude>

Revision as of 16:44, 25 March 2009