Lag |
Lagrange Polynomials |
Lambda |
Lambda Calculus |
Lapace Distribution |
Large Deviations Theory |
Large Exposure Risk |
Large Sample Theory |
Last Price |
Lattice Interest Rate Tree |
Lattice Model - Black-Derman-Toy |
Lattice Model - Bonds |
Lattice Procedures |
Lattice Theory |
Lattice Trigonometry |
Law of Large Numbers |
Law of One Price |
Layering |
LBMA (London Bullion Market Association) |
LBO (Leveraged Buy Out) |
LCE (London Commodity Exchange) |
LCH (London Clearing House) |
LCH.Clearnet |
LCP (Linear Complementarity Problem) |
Lead Manager |
LEAN (LIBOR Enhancement Accrual Notes) |
Leap Years |
LEAPS |
Lease Rate |
Leasing |
Least Squares Method (LSM) |
Least Squares Regression |
Lebesgue Measure |
LEDUR (Long End Duration) |
Leg Currency |
Leg Type |
Legal Risk |
Legislative Covered Bond |
Leibniz |
Leisen-Reimer Binomial Tree |
Lender of Last Resort |
Lending - Buy Sell Back |
Lending - Classic Repo |
Lending - Haircut |
Lending - Initial Margin |
Lending - Margin Calls |
Lending - Repo |
Lending - Repurchase Agreement |
Lending - Reverse Repo |
Lending - Sale and Repurchase |
Lending - Sell Buy Back |
Length - Measurement |
Leptokurtic Distribution |
Leptokurtosis |
Letter of Credit |
Letter Repo |
Letters of Credit (LOC) |
Level of Confidence |
Leverage |
Leveraged Accounts |
Leveraged Buy Out (LBO) |
Leveraged Positions |
Leveraging |
Levered Carry |
Levy Distribution |
Levy Processes - Brownian Motion |
LGD (Loss Given Default) |
Liabilities |
Liability Driven Investment (LDI) |
Liability Linked Swaps |
Liability Sensitive |
Liability Swaps |
LIBID (London Interbank Bid Rate) |
LIBOR - 6M |
LIBOR - Euro |
LIBOR - OIS Spread |
LIBOR - USD |
LIBOR (London Interbank Offered Rate) |
LIBOR Curve |
LIBOR Disconnect |
LIBOR Enhancement Accrual Notes (LEAN) |
LIBOR FIX |
LIBOR Fixing |
LIBOR Market Model |
LIBOR Market Model Calibration Parameters |
LIBOR Source |
LIBOR Swap Curve |
LIBOR Yield Curve |
LIBOR-in-Arrears Derivative |
LIBOR-In-Arrears Swap |
Libraries - Alglib |
Libraries - Armadillo |
Libraries - Boost |
Libraries - Eigen |
Libraries - FinCad |
Libraries - Math.NET Numerics |
Libraries - Numerix |
Libraries - QLNet |
Libraries - QuantLib |
Lie Algebra Theory |
Lie Group Theory |
Lie Sphere Geometry |
Lie Theory |
Life Assurance |
Life Insurance |
LIFFE* |
LIFO (Last in First Out) |
Likert Scales |
LIMEAN |
Limit Down Future |
Limit Move |
Limit of a Function |
Limit of Integration |
Limit Order |
Limit Up Future |
Lindemann-Weierstrass Theorem |
Line Geometry |
Line of Best Fit |
Line of Credit |
Linear Aggregation |
Linear Algebra |
Linear Combination of Vectors |
Linear Complementarity Problem (LCP) |
Linear Dependence of Vectors |
Linear Equations |
Linear Function |
Linear Functional Analysis |
Linear Interpolation |
Linear Regression |
Linear Transformation |
LINEST - Excel Function |
Linkers |
Liquid Market |
Liquidation |
Liquidity |
Liquidity Management |
Liquidity Paper |
Liquidity Preference Theory |
Liquidity Premium |
Liquidity Ratios |
Liquidity Risk |
Liquidity Theory |
Liquidity Valuation Adjustment (LVA) |
Listed Options |
Live Cattle Futures |
LLCR (Loan Life Coverage Ratio) |
Lloyds of London |
LME - Exchange |
LME (London Metal Exchange) |
Ln |
Loan |
Loan - Non Recourse |
Loan Agreement |
Loan Insurance - CDS |
Loan Life Coverage Ratio (LLCR) |
Loan Margin |
Loan To Value (LTV) |
LoanIQ |
Loans |
Loans - Accreting |
Loans - Amortizing |
Loans - Auto |
Loans - Back to Back |
Loans - Bridge |
Loans - Commercial Mortgages |
Loans - Corporate |
Loans - CUMIPMT Function |
Loans - CUMPRINC Function |
Loans - Distressed |
Loans - IPMT Function |
Loans - Leveraged |
Loans - Ninja |
Loans - Parallel |
Loans - Participation |
Loans - PMT Function |
Loans - PPMT Function |
Loans - Repayment |
Loans - Residential Mortgages |
Loans - Revolving |
Loans - Student |
Loans - Syndicated |
Loans - Term |
Local Algebra |
Local Arithmetic Dynamics |
Local Class Field Theory |
Local Currency |
Local Currency Bonds |
Local Market Products |
Local Markets |
Local Volatility |
Locals |
Location Swaps |
Lock Out Periods |
Loco - Commodities |
Log |
Log Volatility |
Logarithm |
Logarithmic Equations |
Logarithmic Returns |
Logistic Distribution |
Lognormal Distribution |
Lognormal Model |
Lognormal Random Walk |
Lombard Rate |
Lombard Risk |
London Bullion Market Association (LBMA) |
London Clearing House (LCH) |
London Commodity Exchange (LCE) |
London Interbank Bid Rate (LIBID) |
London Interbank Offered Rate (LIBOR) |
London Interbank Rate (LIBOR) |
London Metal Exchange (LME) |
Long |
Long a Bond |
Long a Put |
Long a Stock |
Long Bond |
Long Butterfly |
Long Call |
Long Call Spread |
Long Condor |
Long Dated FRAs |
Long Dated Swaps |
Long Division |
Long Forwards |
Long Hedge |
Long Only |
Long Only Fund |
Long Only Fund - Asset Allocation |
Long Position |
Long Protection |
Long Put |
Long Put Spread |
Long Put Strategies |
Long Risk Reversal |
Long Short Fund |
Long Short Strategy |
Long Straddle |
Long Strangle |
Long Stubs |
Long Term |
Long Term Debt |
Long Term Equity Anticipation Securities |
Long Term Interest Rates |
Long Term Investments |
Long Term Refinancing Operation (LTRO) |
Lookback Options |
Loose Tools |
LORO |
Loss Absorbing Assets |
Loss Given Default (LGD) |
Loss to Redemption |
Low-Dimensional Topology |
LR (Leisen and Reimer) |
LSM (Least Squares Method) |
L-Theory |
LTIR Futures |
LTRO (Long Term Refinancing Operation) |
LTV (Loan To Value) |
LTV Ratio (Loan to Value) |
Lurking Variable |
LVA (Liquidity Valuation Adjustment) |