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 |
| Backwardation - Commodities |
| Backwardation Curve |
| Backwards Induction |
| BACS |
| 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 |
| Barriers |
| Barter |
| 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 |
| 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) |
| BCBS |
| 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 |
| Bear Market |
| Bear Risk |
| Bear Spread |
| Bearer Bond |
| Bearer Check |
| Bearer Securities |
| Bearer Share Companies |
| Bearish |
| BEI (Break Even rate of Inflation) |
| Bell Curve |
| Benchmark |
| Benchmark Indices |
| Benchmarking |
| 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 |
| Bernoulli Distribution |
| Bernoulli Trial |
| Best Of Spread Option |
| BET (Binomial Expansion Technique) |
| Beta |
| Beta - Alternative |
| Beta - Enhanced |
| Beta - Options |
| Beta Coefficients |
| Beta Distribution |
| Beta Function |
| Beta Indices |
| Beta Regression |
| Beta Return |
| BEY (Bond Equivalent Yield) |
| Bias |
| 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 |
| Bill |
| Bills - Treasury |
| Bills of Exchange |
| Bimodal |
| 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 |
| Bip |
| Birational Geometry |
| BIS (Bank of International Settlements) |
| BIS Survey |
| Bitcoin |
| 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 |
| Blinding |
| Block Trades |
| Bloomberg |
| 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 |
| blpapicom2.dll |
| 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 |
| 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 |
| 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 |
| Bonos Curve |
| Bonus Issue |
| Bonus Issue - Corporate Action |
| Bonus Share - Corporate Action |
| Book Entry |
| Book Runner |
| Book Value |
| Book Value Accounting |
| Bookbuilding |
| Bootstrap |
| Bootstrap Method |
| Bootstrapping |
| 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 |
| Box and Whisker Plot |
| Boxplot |
| 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 |
| Broker Agency |
| Broker Dealer |
| Brokerage Fee |
| Brokers |
| 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 |
| 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 |
| Bullion |
| Bund Yield |
| Bundesbank |
| Bunds |
| 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 |