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Derivatives for Dummies

(Oh, and Journalists)

3rd Edition v3b (May 2018)

 

Subject Index

Available at the ARTShop

(263  colour pages, soft cover)

 

See also the entire TG2 Series

Agents.......................................................... 32
American Dream ....................................... 172
arbitrage....................................................... 52
Asset Classes ............................................... 36
Asset Swaps............................................... 124
auto insurance.............................................. 62
back to back................................................. 33
Bail-Out
Auto Companies.................................... 220
Fannie Mae.................................... 205, 208
Freddie Mac................................... 205, 208
GSE’s .................................................... 208
Not for Banks ........................................ 212
Bets vs. Investments.................................... 87
Betting ....................................................... 105
Bid/Offer Spread ......................................... 41
Bigger fool................................................... 69
Bigger fool theory ....................................... 69
Black-Scholes-Merton................................. 59
bonuses ...................................................... 229
Bonuses ..................................................... 229
Borrowers .................................................... 27
Bretton-Woods Agreement ....................... 163
Bubbles........................................................ 68
Buyer ........................................................... 22
Capital Adequacy ................................ 33, 116
Capital Markets ........................................... 35
cash value .................................................... 41
CDS............................................................. 40
Clearing ....................................................... 37
Collateralised Debt Obligations ................ 139
Compliance................................................ 152
Cost of Delivery .......................................... 50
coupons...................................................... 119
Credit Default Swaps .......................... 62, 126
credit risk..................................................... 27
Credit risk.................................................... 80
Credit Risk................................................... 79
Credit spread ............................................... 80
Dealers......................................................... 32
default risk................................................... 27
Default risk.................................................. 80
Default Risk................................................. 79
default spread .............................................. 80
Default Swaps
Market Size............................................ 40
Democracy .................................................229
derivatives
Contingent-Type ......................................57
IOU-Type.................................................57
Options.....................................................57
Derivatives ...........................................47, 105
Draw-down Risk ..........................................79
Efficient Frontier..........................................85
Equity
Market Size ............................................40
Event Risk....................................................79
Exchange for Physical (EFP) .......................52
Exchange Traded Derivatives ....................111
Expectations.................................................67
Fair-Market Value........................................50
Fannie Mae.................................................180
FDIC ..........................................................216
Fed..............................................................202
Federal Home Association.........................181
Federal Home Loan Mortgage Corporation
................................................................181
Federal National Mortgage Association ....180
FHA............................................................181
FHLMC......................................................181
Fiduciary Responsibility ..............................24
Financial markets.........................................21
Financial Products........................................45
FNMA........................................................180
Foreign Exchange
Market Size ............................................40
Freddie Mac ...............................................181
GDP
Global.......................................................41
US ............................................................40
General Agreement on Tariffs and Trade ..163
Ginnie Mae.................................................181
Glass-Steagall Act..............................113, 171
GSA........................................................114
GNMA .......................................................181
Government National Mortgage Association
................................................................181
GSE
Mortgage Risk........................................177
GSE’s .........................................................180
Hedgers ........................................................28
Hedging........................................................53
HERA........................................................ 212
Housing Economic Recovery Act ............. 212
Insurance ................................................... 105
Investing ...................................................... 92
Investment Banking..................................... 35
Investors ................................................ 28, 30
IR swaps
Market Size............................................ 40
Law of Unintended Consequences............ 162
Lenders ........................................................ 27
Leveraging................................................... 86
LIBOR................................................. 89, 122
Liquidity ...................................................... 77
Listed Markets............................................. 37
Loans ........................................................... 46
Long ............................................................ 53
Market Making............................................ 90
Market Risk ................................................. 79
Market Size ................................................. 39
Mark-to-Market........................................... 70
Melt-Down of 2008................................... 167
Mortgage Backed Securities...................... 135
Mortgage Bubble....................................... 173
Mortgages.................................................. 131
Negative Betting........................................ 145
NIM............................................................. 33
No-Arbitrage Price ...................................... 50
notional........................................................ 40
Notional....................................................... 74
Open Market Operations ........................... 203
Operational Risk.......................................... 79
OTC Derivatives ....................................... 111
OTC Markets............................................... 37
Portfolio Theory .......................................... 85
Position Keeping ......................................... 79
Risk Management.................................... 99
Present Value Theory ................................ 120
Prop Traders ................................................ 30
Prop Trading................................................ 92
provisioning................................................. 59
Provisioning ........................................ 62, 116
rebalancing .................................................. 60
Reference Rates......................................... 122
Regulations................................................ 149
Regulators.................................................. 149
Reporting................................................... 100
Management .......................................... 100
Regulatory......................................100, 101
Trader.....................................................100
Resolution Trust Corporation ............181, 228
Risk
Credit Risk ...............................................79
Default Risk .............................................79
Event Risk................................................79
Market Risk..............................................79
Operational Risk ......................................79
Risk and Return
Commensurate .........................................84
Risk Measures
Draw-down Risk ......................................79
Sensitivity Risk ........................................80
Spread Risk ..............................................80
Variance Risk...........................................79
risk neutral ...................................................60
Risk Preference ............................................84
Risk/Return ..................................................79
Risk-Free......................................................50
risk-free forward prices................................52
Rogue Governments.....................................97
Rogue Trader ...............................................93
Securities......................................................46
Seller ............................................................22
Sensitivity Risk ............................................80
Settled for Difference...................................55
shareholder value .........................................24
Shares...........................................................46
Short.............................................................53
Smoot–Hawley Tariff Act..........................163
Spread risk ...................................................80
Spread Risk ..................................................80
strike price....................................................58
Structured Products......................................48
Sub-Prime ..................................................193
Supply and Demand.....................................67
Swap Spreads.............................................121
Swaps
Asset.......................................................123
Default....................................................126
Fixed/Floating ........................................119
LIBOR....................................................122
Vanilla....................................................118
synthetic replication .....................................61
Synthetic Replication...................................57
TARP .........................................................216
The Fed...................................................... 202
Bail-Out................................................. 208
The Federal Reserve System ..................... 202
The Federal Reserve System ..................... 202
The Great Depression of 1929 .................. 225
The Participants........................................... 26
The S&L Crisis 1978 - 1989 ..................... 227
Too Big To Fail ......................................... 141
Toxic Assets .............................................. 173
Trading discipline ........................................92
Trading Discipline .......................................89
Traditional Banking .....................................33
Tranching ...................................................135
Uncertainty.............................................57, 81
Valuation......................................................49
Variance Risk...............................................79
Wag the Dog ........................................97, 130
Wall Street Bashing ...................................170




 

 

Available at the ARTShop

(263 colour pages, soft cover)

 

See also the entire TG2 Series

 

 

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