A tag is a keyword or label that categorizes your question with other, similar questions. Using the right tags makes it easier for others to find and answer your question.
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|indicator× 22||call× 22||
a qualitative evaluation of the credit worthiness of a borrower (consumer, company or government) done by a rating agency, a credit bureau or a bank that consists of an estimate o…
|utility-theory× 22||theory× 22||return× 21||skew× 21|
off topic. Please see past questions and read the FAQ before posting with this tag.
|yahoo× 21||bond-yields× 20||
The Credit Value Adjustment, or CVA for short, is the difference between the risk free value and the value including counterparty risk of a contract or portfolio.
|inflation× 20||gamma× 20||forward-rate× 20||fundamentals× 20|
The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to the securities transactions …
|differential-equations× 19||interest-rate-swap× 19||intraday× 19|
|investment× 19||covariance-matrix× 19||default-probability× 19||binary-options× 19|
|sde× 19||swaption× 19||moving-average× 19||markowitz× 19|
|put-call-parity× 19||pricing-formulae× 18||lognormal× 18||term-structure× 18|
|short-selling× 18||transaction-costs× 18||banks× 18||
The [Kalman filter], also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing noise (random variations) and other inaccurac…