Category:Fixed income analysis

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The main article for this category is Fixed income analysis.

Pages in category "Fixed income analysis"

The following 30 pages are in this category, out of 30 total. Updates to this list can occasionally be delayed for a few days.

  • Fixed income analysis

3

  • 30-day yield

B

  • Black-Derman-Toy model
  • Bond convexity
  • Bond convexity closed-form formula
  • Bond duration
  • Bond duration closed-form formula
  • Bond valuation

C

  • Chen model
  • Clean price

C cont.

  • Closed-form formula
  • Cox-Ingersoll-Ross model
  • Current yield

D

  • Date rolling
  • Day count convention
  • Dirty price

E

  • Exchangeable bond

F

  • Fisher equation

G

  • Global bond

H

  • Heath-Jarrow-Morton framework
  • Ho-Lee model

H cont.

  • Hull-White model

M

  • Mortgage yield

N

  • Nominal yield

O

  • Option adjusted spread

V

  • Vasicek model

Y

  • Yield (finance)
  • Yield curve spread
  • Yield spread
  • Yield to maturity
Categories: Fixed income market | Valuation | Stock market | Mathematical finance
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