- Industry: Financial services
- Number of terms: 73910
- Number of blossaries: 1
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A variable describing assets, used as an element of a risk index. For example, a volatility risk index, distinguishing high volatility assets from low volatility assets, could consist of several descriptors based on short term volatility, long term volatility, systematic and residual volatility, etc.
Industry:Financial services
The New York Federal Reserve Bank's trading desk (or securities department) where all transactions of the Federal Reserve System are executed in the money market or the government securities market.
Industry:Financial services
A warrant entitles the holder to buy a given number of shares of stock at a stipulated price. A detachable warrant is one that may be sold separately from the package it may have originally been issued with (usually a bond).
Industry:Financial services
Fully ordained in advance. A deterministic chaos system is one that gives random looking results, even though the results are generated from a system of equations.
Industry:Financial services
Liability-matching models that assume that the liability payments and the asset cash flows are known with certainty. Related: Stochastic models.
Industry:Financial services
To remove the general drift, tendency, or bent of a set of statistical data as related to time. Often accomplished by regressing a variable or a time index and perhaps time-squared and capturing the residuals.
Industry:Financial services
A decrease in the spot price of a currency. Often initiated by a government announcement.
Industry:Financial services
An options strategy requiring a long and a short position in the same class of option at different strike prices and different expiration dates. For example, two puts or two calls in the same stock. See: Calendar spread; vertical spread.
Industry:Financial services
A term used to describe the practise of cold calling, but which has negative implications as it is frequently applied to salespeople selling speculative or fraudulent investments.
Industry:Financial services
Units of interest in the diamonds trust, a unit investment trust that serves as an index to the Dow Jones Industrial Average in that its holdings consist of the 30 component stocks of the Dow.
Industry:Financial services
