barbicanconsulting.co.uk

Website:http://barbicanconsulting.co.uk
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Definitions (129)

1.

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Zero coupon bond


A bond that pays no interest over its life. Long dated zero coupon bonds therefore trade at prices well below their eventual redemption price of par.
Source: barbicanconsulting.co.uk

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Yield curve/term structure


If interest rates are plotted on a graph, with time on the x-axis and the rate on the y-axis the resultant curve is called the yield curve or term structure. The data used to construct the yield curve [..]
Source: barbicanconsulting.co.uk

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Volatility


There are two types of volatility: 1. Historic volatility, this is the annualized standard deviation of a product's price. The more it goes up and down in price the higher is this measure of vola [..]
Source: barbicanconsulting.co.uk

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VIX


The VIX is an index of short term volatility for the S&P 500 index. The index was created by the Chicago Board Options Exchange (CBOE). The index is often seen as a barometer of fear in the stock [..]
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Value-at-risk


VAR is a risk management technique that tells you how much money you can lose from your trading positions, for a given holding period and confidence interval. It uses statistics and works on probabili [..]
Source: barbicanconsulting.co.uk

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Treasury bill


A short term debt instrument, (maximum maturity 12 months), issued by a government. Treasury bills offer investors very liquid, high quality investment opportunities. They are much sought after in tim [..]
Source: barbicanconsulting.co.uk

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Trading book


When financial instruments are bought and sold on a regular basis this normally constitutes trading. The portfolio where these trading positions are held is called the trading book. It is accounted fo [..]
Source: barbicanconsulting.co.uk

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Trading


Trading is the processes of buying and selling financial instruments on a frequent basis (see mark-to-market).
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Synthetic collateralised debt obligation


A type of collaterised debt obligation that uses credit default swaps as the assets in the special purpose vehicle.
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Synthetic


This term is used in financial markets to describe the construction of a financial instrument or product using derivatives. For example a synthetic floating rate note is a fixed rate bond that has bee [..]
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