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To determine the cheapest bond in a basket of deliverable bonds against a futures contract, implied repo rate is computed for each bond; th ...nce the method, unlike the IRR method, neglects the actual running cost of bonds, it is less accurate as a measure for CTD ranking. ...

...rent yield''' is a [[finance|financial]] term used in reference to [[bond (finance)|bond]]s and other [[securities|fixed-interest securities]]. It is closely [[Category:Mathematical finance]] ...

In finance, '''par yield''' (or par value yield) is the [[Yield_(finance)|yield]] on a [[Fixed-income security|fixed income security]] assuming that ...coupon effect, a yield-to-maturity yield curve should not be used to value bonds.<ref>{{cite book |title=Fabozzi op cit |page=87}}</ref> Par yield analysis ...

...ially means, that everybody buying or selling [[stock]]s, [[Bond (finance)|bonds]], [[Foreign exchange market|foreign exchange]], commodities or [[exchange- [[Category:Finance]] ...

{{Short description|Concept in gambling, insurance, and finance}} '''Risk of ruin''' is a concept in gambling, insurance, and finance relating to the likelihood of losing all one's investment capital or exting ...

...rt-term bonds equals the final value of wealth from investing in long-term bonds. where ''lt'' and ''st'' respectively refer to long-term and short-term bonds, and where interest rates ''i'' for future years are expected values. ...

...a [[Preferred Stock|preference share]] that is redeemed on a [[winding up (finance)|winding up]].<ref name="Day">JG Day MA FIA FSS and AT Jamieson BSc FFA FSS {{block quote|Bonds that are callable but have a make whole or spens clause may be considered e ...

In [[mathematical finance]], '''convexity''' refers to non-linearities in a [[financial model]]. In o ...this is referred to as [[Gamma (finance)|Gamma]] (Γ), one of the [[Greeks (finance)|Greeks]]. In practice the most significant of these is [[bond convexity]], ...

{{Short description|Theory in finance}} ...idend policy]], the [[monetary transmission mechanism]], and [[volatility (finance)|stock volatility]], and provides an alternative to the [[Modigliani–Miller ...

...Alternative Models of the Short-Term Interest Rate |journal=The Journal of Finance |language=en |volume=47 |issue=3 |pages=1209–1227 |doi=10.1111/j.1540-6261. ...y.wiley.com/doi/10.1111/j.1540-6261.1997.tb01127.x |journal=The Journal of Finance |language=en |volume=52 |issue=4 |pages=1695–1706 |doi=10.1111/j.1540-6261. ...

...nalysis, d is also used to deal with the problem of the partial default on bonds. ...d Barro, the rare disaster framework can be used to explain many events in finance and economics. ...

{{Short description|Statistical model for asset pricing in finance}} ...rs Proxy for Innovations in Predictive Variables? | journal = [[Journal of Finance]] | volume = 61 | number = 2 | pages = 581–612 | year = 2006}}</ref> ...

...e existence of the Confederacy, military considerations dominated national finance. ...mained in place, it was impossible to find adequate alternative sources of finance.<ref name="bnl"/> ...

...xtensible to use of other [[risk measure|measures of risk]] (e.g., [[beta (finance)|beta]]), just by substituting the other risk measures for <math>\sigma_D</ ...compare all such endowments to a benchmark portfolio of 60% stocks and 40% bonds. ...

...{{Short description|Application of mathematical and statistical methods in finance}} ...of [[applied mathematics]], concerned with mathematical modeling in the [[Finance#Quantitative_finance|financial field]]. ...

...ts of financial [[assets]] and [[financial markets|markets]], [[Portfolio (finance)|portfolios]], [[gain (accounting)|gain]]s and [[wealth]] in terms of conti ...1 </math> financial assets, where one of these assets, called a ''[[Bond (finance)|bond]]'' or ''[[money market]]'', is [[risk]] free while the remaining <ma ...

'''Fiscal sustainability''', or '''public finance sustainability''', is the ability of a government to sustain its current sp ...=978-0-8213-5874-0}}</ref> However, the European Commission defines public finance sustainability as: the ability of a government to sustain its current spend ...

In [[mathematical finance]], '''multiple factor models''' are [[Valuation (finance)|asset pricing]] models that can be used to estimate the [[discounted cash ...extended to other equity markets and to other types of securities such as bonds and equity options. The problem of how to construct a multi-asset class ris ...

...ares of home currency-denominated bank [[loans]] and international [[Bond (finance)|bond]] debt), they showed that original sin was present in most of the [[d ...fication, Original Sin, and International Bond Portfolios"], International Finance Discussion Papers. Board of Governors of the Federal Reserve System.</ref> ...

...directions: when investors sell stocks, they often use the proceeds to buy bonds and vice versa. In this case, stock and bond prices are negatively correlat Financial correlations play a key role in modern [[finance]]. Under the [[capital asset pricing model]] (CAPM; a model recognised by a ...