Quantitative Analysis and FinanceQuantitative Finance

BA (Bankers Acceptance)
Back Month
Back Office (BO)
Back Term
Back Testing
Back to Back Loans
Back To Back Stemplots
Backdoor IPO
Backset Rate
Backward Differences
Backward Equations
Backward Induction
Backward Kolmogorov Equation
Backwardation - Commodities
Backwardation Curve
Backwards Induction
BACS Transfer
Baht - Weight
Balance Sheet (BS)
Balance Sheet Exposure
Balance Sheet Gearing
Baltic Dry Index (BDI)
Bank Bills
Bank Capital
Bank Covenants
Bank for International Settlements (BIS)
Bank Loans
Bank of China (BoC)
Bank of England (BoE)
Bank of International Settlements (BIS)
Bank of Japan (BoJ)
Bank Syndicates
Bankers Acceptance (BA)
Bankers Automated Clearing Services
Banking Book
Banking Regulations
Banks - Commerical
Banks - Investment
Banks - Private
Banks - Retail
Barbell - Bullet Trade
Barbell Portfolio
Barbell Trade
Barone-Adesi and Whaley - Options
Barret More and Wilmott
Barrier Credit Options
Barrier Options
Base Correlation
Base Currency
Base Rate
Basel 1
Basel 2
Basel 3
Basel Accords
Basel Committee Banking Supervision
Basel I
Basel II
Basel III
Basel Rules
Basic Numerical Methods
Basic Rate Swaps
Basic Stochastic Calculus
Basis Point
Basis Point Value (BPV)
Basis Risk
Basis Swap
Basis Trade
Basket Currencies - XDR
Basket Default Swap
Basket Options
Basket Swap
BATS Europe
Bayes Rule
Bayes Theorem
Bayesan Tests
BBA (British Bankers Association)
BCDS (Bond Implied CDS)
BCDS Spread
BDH - Excel Function
BDH (Bloomberg Data History)
BDI (Baltic Dry Index)
BDP - Excel Function
BDP (Bloomberg Data Point)
BDT (Black-Derman Toy)
Bear Market
Bear Risk
Bear Spread
Bearer Bond
Bearer Check
Bearer Securities
Bearer Share Companies
BEI (Break Even rate of Inflation)
Bell Curve
Benchmark Indices
Benchmarks - EONIA
Benchmarks - EURIBOR
Benchmarks - Fed Funds Rate
Benchmarks - LIBOR
Benchmarks - Prime Rate
Benchmarks - SOFR
Benchmarks - SONIA
Benford's Law
Bermudan Options
Bermudan Swaptions
Bernoulli Distribution
Bernoulli Trial
Best Of Spread Option
BET (Binomial Expansion Technique)
Beta - Alternative
Beta - Enhanced
Beta - Options
Beta Coefficients
Beta Distribution
Beta Function
Beta Indices
Beta Regression
Beta Return
BEY (Bond Equivalent Yield)
Bias - Selection
Bias in Sampling
Biased Estimator
Bid Ask Spread
Bid Bond
Bid Offer Spread
Bid Price
Bid Rate
Bifurcation Theory
Big Bang
Big Figure
Bilateral Loans
Bilateral Netting Agreement
Bilateral Repo
Bilinear Interpolation
Bills - Treasury
Bills of Exchange
Bimodal Distribution
Binaries and Digitals
Binary Call Option
Binary Options
Binary Put Option
Binary Variables
Binomial Coefficient
Binomial Distribution
Binomial Distribution - Mean
Binomial Distribution - Standard Deviation
Binomial Expansion Technique (BET)
Binomial Experiment
Binomial Interest Rate Trees
Binomial Lattice
Binomial Method - American Put
Binomial Model
Binomial Option Pricing
Binomial Options Pricing Model (BOPM)
Binomial Pricing Model
Binomial Probability
Binomial Random Variable
Binomial Series
Binomial Theorem
Binomial Trees
Binomial Trees - Cox Rox and Rubinstein
Binomial Trees - Jarrow Reimer
Binomial Trees - Leisen-Reimer
Binomial Trees - Multi Step
Binomial Trees - One Step
Binomial Trees - Two Step
Birational Geometry
BIS (Bank of International Settlements)
BIS Survey
Bivariate Data
Black Fischer
Black Karasinki 2 Factor Model
Black Karasinki Model
Black Monday
Black Scholes
Black Scholes - European Options
Black Scholes - Non Dividend Paying
Black Scholes - One Factor
Black Scholes Equation
Black Scholes Model
Black Scholes Option Pricing (BSOP)
Black Scholes Option Pricing Model
Black Scholes Term Structure
Black Swan
Black-Derman-Toy (BDT)
Black-Derman-Toy Binomial Tree Model
Blacks Approximation
Blacks Model
Block Trades
Bloomberg Data History (BDH)
Bloomberg Data Point (BDP)
Bloomberg Data Set (BDS)
Bloomberg Excel Add-in
Bloomberg Excel Function - BDH
Bloomberg Excel Function - BDP
Bloomberg Excel Function - BDS
Blotters - Pricing
Blotters - Traders
Blue Chip
BM (Brownian Motion)
BMA (Bond Market Association)
BO (Back Office)
Board Washing
BOBL (Bundesobligationen)
BoC (Bank of China)
BoE (Bank of England)
bofaddin.dll - Bloomberg
BoJ (Bank of Japan)
Bolyai-Lobachevskian Geometry
Bond Analysis
Bond Basis
Bond Derivatives
Bond Factor
Bond Futures
Bond Futures - Basis Risk
Bond Futures - Cheapest To Deliver
Bond Futures - Delivery Dates
Bond Futures - Hedge Ratio
Bond Futures - Implied Repo Rate
Bond Futures - Pricing
Bond Market Association (BMA)
Bond Options
Bond Spread
Bond Yield
Bond Yield - Brass-Fangmeyer
Bond Yield - Moosmuller
Bond Yield Curve
Bonds - Accrued Interest
Bonds - Agency
Bonds - Asset Backed
Bonds - Barbell
Bonds - Bid
Bonds - Borrowing
Bonds - Brady
Bonds - Bulldog
Bonds - Bullet
Bonds - Butterfly Spread
Bonds - Callable
Bonds - Cash
Bonds - CAT
Bonds - Cheapest To Deliver
Bonds - Coco
Bonds - Consols
Bonds - Contractual Covered
Bonds - Convertible
Bonds - Convexity
Bonds - Corporate
Bonds - Coupon
Bonds - Covenants
Bonds - Covered
Bonds - Credit Ratings
Bonds - Credit Spread
Bonds - Curve Flatterner Trade
Bonds - Discounting Cashflows
Bonds - Distressed
Bonds - Dollar Duration
Bonds - Domestic
Bonds - Dragon
Bonds - Dual Currency
Bonds - Duration
Bonds - DV01
Bonds - Embedded Options
Bonds - Equivalent Yield (BEY)
Bonds - Euro Bonds
Bonds - Eurobonds
Bonds - Eurozone
Bonds - Exchange Delivery Settlement Price
Bonds - Extendable
Bonds - Flipper
Bonds - Floating Rate
Bonds - Floor
Bonds - Foreign
Bonds - Forwards
Bonds - Futures
Bonds - Government
Bonds - Guaranteed
Bonds - High Grade
Bonds - High Yield
Bonds - Horizon
Bonds - Implied Credit Default Risk (BCDS)
Bonds - Indenture
Bonds - Index Linked
Bonds - Inflation Protected
Bonds - Intrinsic Value
Bonds - Investment Grade
Bonds - Ladder
Bonds - Legislative Covered
Bonds - Lending
Bonds - Longer First Coupon
Bonds - Longer Last Coupon
Bonds - Market
Bonds - Market Indices
Bonds - Market Value
Bonds - Maturity Date
Bonds - Modified Duration
Bonds - MV
Bonds - Obligations
Bonds - Off the Run
Bonds - On the Run
Bonds - Options Free
Bonds - Par
Bonds - Par Yield
Bonds - Perpetual
Bonds - Portfolio Duration
Bonds - Pricing
Bonds - Primary Market
Bonds - Provisions
Bonds - Provisions Call Feature
Bonds - Provisions Put Feature
Bonds - Proxy
Bonds - Puttable
Bonds - PV01
Bonds - Questions
Bonds - Rating
Bonds - Ratings
Bonds - Refunding
Bonds - Retractable
Bonds - Revolver
Bonds - Samurai
Bonds - Secondary Market
Bonds - Secured
Bonds - Short Dated
Bonds - Shorter First Coupon
Bonds - Shorter Last Coupon
Bonds - Sinker
Bonds - Spread Pricing
Bonds - Straight
Bonds - Strip
Bonds - Stripping
Bonds - Structured Covered
Bonds - Supernational
Bonds - Sythentic
Bonds - Tendor
Bonds - Tier 1
Bonds - Total Future Amount
Bonds - Tuna
Bonds - Unsecured
Bonds - Valuation
Bonds - Vanilla
Bonds - Volatility
Bonds - Warrants
Bonds - Washing
Bonds - Yankee
Bonds - Yield
Bonds - Yield Curve
Bonds - Zero Coupon
Bonds Provisions Call Feature
Bonos Curve
Bonus Issue
Bonus Issue - Corporate Action
Bonus Share - Corporate Action
Book Entry
Book Runner
Book Value
Book Value Accounting
Bootstrap Method
Bootstrapping - Building Curves
Bootstrapping - Eurodollar Futures
Bootstrapping - Forward Rates
Bootstrapping - Global Optimiser
Bootstrapping - Global Solver
Bootstrapping - Spot Rates
Bootstrapping - using Swap Curve
Bootstrapping - using US Treasuries
BOPM (Binomial Options Pricing Model)
Borrowed Securities
Borrowing - CUMIPMT Function
Borrowing - CUMPRINC Function
Borrowing - IPMT Function
Borrowing - PMT Function
Borrowing - PPMT Function
Boston Option
Bottom Combination
Boundary Conditions
Bowie Bonds
Box and Whisker Plot
Bp (Basis Point)
BPV (Basis Point Value)
Brady Bonds
Braess Paradox
Brass-Fangmeyer - Bond Yield
Brazilian Swap
Break Even Forward Rate
Break Even Inflation Risks
Break Even Rate of Inflation (BEI)
Break Forward
Break Forward Contract
Brennan and Schwartz Model
Brent Crude Oil
Bretton Woods
Bretton Woods II
BRIC (Brazil Russia India China)
Bridge Loan
Bridgewater Associates Hedge Fund
British Bankers Association (BBA)
Broad Based Indices
Broadie and Glasserman Formulas
Broken Date
Broker Agency
Broker Dealer
Brokerage Fee
Brokers - Advisory
Brokers - Agency
Brokers - Cantor Fitzgerald
Brokers - Discretionary
Brokers - Execution Only
Brokers - ICAP
Brokers - Market Makers
Brokers - Prime
Brokers - Tullet Prebon
Brownian Motion - Geometric
Brownian Motion - Standard
Brownian Motion (BM)
BS (Balance Sheet)
BSOP (Black-Scholes Option Pricing)
BSOP Model
BTANs - France Government Bonds
BTP Curve
BUBOR (Budapest Interbank Offer Rate)
Building Curves - using Treasury Securities
Building Society
Building Yield Curves
Building Yield Curves - Forward
Building Yield Curves - Par
Building Yield Curves - Spot
Building Yield Curves - Swap
Building Yield Curves - Using Bootstrapping
Bull Curve Steepener Trade
Bull Market
Bull Spread
Bulldog Bonds
Bullet Bonds
Bullet Deposit
Bullet Loan
Bullet Maturity Bonds
Bullet Portfolio
Bullet Repayment
Bullet Trade
Bund Yield
Bunny Bond
Business Day Conventions
Business Days
Butterfly Spread - Options
Butterfly Trades
Buy Back - Corporate Action
Buy Sell Back
Buy Sell Back vs Reverse Repo
Buy Side
Buy Side Firms
Buying Protection
Buying The Basis
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