Abnormal returns
Accounts receivable turnover
Accrued interest
Accumulated benefit obligation
Acid-test ratio
Active portfolio strategy
Actuals
After-tax profit margin
Agency basis
Agency pass-throughs
Alpha
Alpha Equation
American Depositary Receipts
American option
American Stock Exchange (AMEX)
American-Style Option
Analyst
Annual fund operating expenses
Annual Report
Annuity
Arbitrage
Arbitrage pricing theory (APT)
Arbitrage-free option-pricing models
Arithmetic average (mean) rate of return
Arithmetic mean return
Arms Index
Ask
Ask price
Asset
Asset/equity ratio
Asset/liability management
Asset allocation decision
Asset classes
Asset swap
Asset turnover
Asset-backed securities
Assignment
At The Money
Attribute bias
Auditor's report
Autoregressive
Average
Average Maturity
Average (across-day) measures
Back Office
Back-end loan fund
Backwardation
Balanced fund
Balanced mutual fund
Balloon maturity
Bank discount basis
Banker's Acceptance
Barbell strategy
BARRA's performance analysis (PERFAN) factor model
Base interest rate
Base probability of loss
Basis
Basis point
Basis risk
Basket trades
Bear
Bear Market
Bear Raid
Before-tax profit margin
Bellwether issues
Benchmark
Benchmark interest rate
Benchmark issues
Beta (Mutual Funds)
Beta Equation (Mutual Funds)
Beta Equation (Stocks)
Biased expectations theories
Bid
Big Board
Black-Scholes option-pricing model
Block trade
Blow-Off Top
Bond
Bond indenture
Bond indexing
Bond-equivalent basis
Bond-equivalent yield
BONDPAR
Book value
Book value per share
Bootstrapping
Bottom-up equity management style
Break
Break-even time
Breakout
Broker
Broker loan rate
Bull
Bull Market
Bull Spread
Bulldog market
Bullet contract
Bullet strategy
Business risk
Busted convertible
Butterfly shift
Buy in
Buy limit order
Buy on close
Buy on margin
Buy on opening
Buy-and-hold strategy
Buyout
Buy-side analyst
Calendar effect
Call
Call money rate
Call Option
Call price
Call protection
Call provision
Call risk
Call swaption
Capital asset pricing model (CAPM)
Capital Expenditures
Capital Gain
Capital Loss
Capital market
Capital market line (CML)
Capitalization method
Capitalization ratios
Capitalized
Car
Carry
Cash And Equivalents
Cash commodity
Cash Dividend
Cash Flow
Cash flow matching
Cash markets
Cash settlement contracts
Cash-equivalent items
Cash-surrender value
Certificate of deposit (CD)
CFTC
Changes In Financial Position
Chartists
Cheapest to deliver issue
Chicago Mercantile Exchange (CME)
Churning
Clean opinion
Clearing member
Clearinghouse
Close, the
Closed-end fund
Closing Purchase
Closing range
Closing Sale
Cluster analysis
Coefficient of determination
Collateral trust bonds
Collateralized mortgage obligation (CMO)
Combination matching
Combination strategy
Commercial paper
Commission
Commission house
Commitment
Committee for Performance Presentation Standards (CPPS)
Commodities Exchange Center (CEC)
Commodity
Common shares
Common Stock/Other Equity
Common stock equivalent
Common stock market
Company-specific risk
Competence
Competition
Confidence Indicator
Confidence Level
Confirmation
Consensus forecast
Constant-growth model
Consumer Price Index
Contango
Contingent deferred sales charge (CDSC)
Contingent immunization
Contract
Contract month
Convention statement
Conventional mortgage
Conventional pass-throughs
Convergence
Conversion factors
Conversion parity price
Conversion ratio
Conversion value
Convertible bonds
Convertible Eurobond
Convertible preferred stock
Convertible security
Convex
Core competency
Corner A Market
Corporate bonds
Cost of carry
Counterparties
Counterparty risk
Coupon
Coupon Rate
Cover
Coverage ratios
Covered Call
Covered call writing strategy
Covered or hedge option strategies
Covered Put
Credit analysis
Credit risk
Credit spread
Crediting rate
Cross hedging
Cumulative preferred stock
Cumulative probability distribution
Currency risk
Current Assets
Current Liabilities
Current Ratio
Current Yield
Current-coupon issues
Custodial fees
Customized benchmarks
Day Order
Day trading
Dealer
Dealer options
Debenture bond
Debt/Equity Ratio
Debt instrument
Debt market
Decile Rank
Declaration Date
Dedicating a portfolio
Default risk
Deferred futures
Deferred Taxes
Defined benefit plan
Defined contribution plan
Delivery
Delivery notice
Delivery options
Delivery points
Delivery price
Delta
Demand deposits
Depreciation
Derivative instruments
Derivative markets
Derivative Security
Deterministic models
Detrend
Difference From S&P
Differential disclosure
Diffusion process
Disclaimer of opinion
Discount
Discount rate
Discretionary account
Distributions
Divergence
Diversifiable risk
Dividend
Dividend discount model (DDM)
Dividend rate
Dividend Reinvestment Plan (DRP)
Dividend Yield (Funds)
Dividend Yield (Stocks)
Dividends Per Share
Dollar duration
Dollar return
Dollar safety margin
Dollar-weighted rate of return
Domestic market
Dow Jones Industrial Average
Downgrade
Dual-currency issues
Duration
Dynamic asset allocation
Dynamic hedging
Earnings
Earnings Per Share (EPS)
Earnings surprises
Earnings Yield
Economic surplus
EDGAR
Effective convexity
Effective date
Effective duration
Efficient portfolio
Embedded option
Emerging markets
Endowment funds
Enhanced indexing
Equilibrium market price of risk
Equity
Equity cap
Equity claim
Equity collar
Equity floor
Equity market
Equity Options
Equity swap
Equity-linked policies
Equivalent taxable yield
Euro straight
Eurobond
Eurodollar
Eurodollar bonds
Euroequity issues
European option
European-Style Option
Euroyen bonds
Evaluation period
Evening up
Event risk
Ex post return
Exante return
Except for opinion
Excess reserves
Excess returns
Exchange
Exchange, The
Exchange rate risk
Exchangeable security
Ex-dividend
Ex-Dividend Date
Execution
Execution costs
Exercise
Exercise price
Expectations theories
Expected return
Expected value
Expense Ratio
Expensed
Expiration Cycle
Expiration Date
External efficiency
External market
Extrapolative statistical models
Face value
Fair price
Feasible portfolio
Feasible set of portfolios
Federal funds
Federal funds market
Federal funds rate
Federally related institutions
Fill
Fill or kill order
Filter
Financial analysts
Financial leverage ratios
Financial market
Financial risk
First notice day
First-in-first-out (FIFO)
Fixed-charge coverage ratio
Fixed-income equivalent
Fixed-income instruments
Fixed-income market
Fixed-rate payer
Flattening of the yield curve
Floating-rate contract
Floating-rate payer
Floor broker
Floor trader
Flow-through method
Foreign market
Forward contract
Forward rate
Full faith-and-credit obligations
Full price
Fully modified pass-throughs
Fund Family
Fundamental beta
Fundamental descriptors
Funding ratio
Funding risk
Funds From Operations (FFO)
Futures
Futures commission merchant
Futures Contract
Futures contract multiple
Futures option
Futures price
Good 'Til Canceled
Growth Rates
Head & Shoulders
Hedging
High Price
Holding Company
Immunization strategy
Implied repo rate
Implied volatility
Income statement
Index and Option Market (IBM)
Index warrant
Indexing
Indicated Dividend
Indicated Yield
Indifference curve
Industry
Inflation risk
Information coefficient (IC)
Information costs
Informationless trades
Information-motivated trades
Initial margin requirement
Initial Public Offering (IPO)
Input-output tables
Insider Information
Insiders
Institutional investors
Institutionalization
Insured bond
Insured plans
Intangible asset
Interest
Interest coverage ratio
Interest rate agreement
Interest rate cap
Interest rate ceiling
Interest rate floor
Interest rate risk
Interest rate swap
Intermarket sector spread
Intermarket spread swaps
Internal market
Internal rate of return
Internally efficient market
International Depositary Receipt (IDR)
International market
International Monetary Market (IMM)
In-The-Money
Intramarket sector spread
Intrinsic value
Inventory
Inventory Turnover
Inverted market
Investment analysts
Investment grade
Investment income
Investment management
Investment manager
Investment Trust
Investment value
Investor
Investor's equity
Invoice price
IRA/Keogh Accounts
Issue
Issuer
Jensen Index
Joint Clearing Members
Junk bond
Ladder strategy
Last Split
Last trading day
Last-in-first-out (LIFO)
Law of one price
Leveraged buy-out (LBO)
Leveraged portfolio
Liability
Liability funding strategies
Liability swap
Limit Order
Limit order book
Limit price
Limited-tax general obligation bond
Liquidation
Liquidity
Liquidity risk
Liquidity theory of the term structure
Listed stocks
Load Fund
Loan value
Local expectations theory
Lognormal distribution
Long
Long hedge
Long Position (Options)
Long straddle
Long Term Assets
Long Term Debt/Capitalization
Long Term Liabilities
Long-term debt to equity ratio
Low Price
Low price-earnings ratio effect
Macaulay duration
Magic of diversification
Maintenance margin requirement
Management/Closely Held Shares
Management fee
Margin
Margin Account (Stocks)
Margin call
Margin Requirement (Options)
Market Capitalization
Market conversion price
Market Cycle
Market impact costs
Market model
Market Order
Market portfolio
Market risk
Market sectors
Market segmentation theory
Market timer
Market timing costs
Market-if-Touched (MIT)
Marketplace price efficiency
Markowitz diversification
Markowitz efficient frontier
Markowitz efficient portfolio
Markowitz efficient set of portfolios
Mark-to-Market
Matador market
Matching concept
Mathematical programming
Maturity date
Maturity phase
Maturity spread
Maturity value
Maximum price fluctuation
Mean-variance efficient portfolio
Medium-term note
Minimum price fluctuation
Minimum Purchases
Modified duration
Modified pass-throughs
Money center banks
Money management
Money manager
Money market
Money market demand account
Money Market Fund
Mortgage
Mortgage bond
Mortgage pass-through security
Mortgage rate
Mortgage-backed securities
Mortgagee
Mortgager
Most distant futures contract
Moving Average
Multifactor CAPM
Multiperiod immunization
Multiple regression
Multirule system
Municipal bond
Mutual Fund
Mutual offset
Naive diversification
Naked strategies
National Association of Securities Dealers Automatic Quotation (NASDAQ) System
National Futures Association (NFA)
National market
Nearby
Nearby futures contract
Negative carry
Negative convexity
Neglected firm effect
Negotiable order of withdrawal (NOW) account
Net Asset Value (NAV)
Net Change
Net financing cost
Net Income
Net operating margin
Next futures contract
New York Stock Exchange (NYSE)
NM
No Load Mutual Fund
Noise
No-load fund
Nominal price
Non-cumulative preferred stock
Non-insured plans
Non-parallel shift in the yield curve
Non-reproducible assets
Normal deviate
Normal distribution
Normal portfolio
Normalizing method
Notes
Notice day
Notional principal amount
Objective (Mutual Funds)
Odd lot
Offer
Official statement
Offset
Omnibus account
Open contracts
Open Interest
Open order
Open-end fund
Opening, the
Opening price
Opening Purchase
Opening Sale
Open-Outcry
Operating cycle
Operationally efficient market
Opinion shopping
Opportunity costs
Optimal portfolio
Optimization approach to indexing
Option
Option premium
Option price
Option seller
Option writer
Option-adjusted spread (OAS)
Options contract
Options contract multiple
Options on physicals
Original margin
Other Current Assets
Other Long Term Liabilities
Other Sources
Out Of The Money
Overbought\Oversold Indicator
Overfunded pension plan
Overlay strategy
Overnight repo
Overreaction hypothesis
Over-the-counter market (OTC)
P&S
P/E
P/E Ratio Equation
Par value
Parallel shift in the yield curve
Parity value
Participating GIC
Passive portfolio strategy
Pass-through
Pass-through coupon rate
Payment Date
Payment-in-kind (PIK) bond
Pension Benefit Guaranty Corporation (PBGC)
Pension plan
Pension sponsors
Perfect hedge
Performance attribution analysis
Performance evaluation
Performance measurement
Perpetual warrants
Phone Switching
Pit
Pit committee
Pivot
Plan sponsors
Plowback rate
Point
Point And Figure Chart
Policy asset allocation
Portfolio
Portfolio insurance
Portfolio internal rate of return
Portfolio management
Portfolio manager
Portfolio turnover rate
Position
Positive carry
Positive convexity
Posttrade benchmarks
Preferred habitat theory
Preferred shares
Preferred Stock
Premium
Prepayment speed
Prepayments
Prerefunded bond
Pre-trade benchmarks
Price/Book Ratio
Price/Earnings Ratio
Price/Sales Ratio
Price compression
Price discovery process
Price impact costs
Price momentum
Price risk
Price value of a basis Point (PVBP)
Price-earnings (P/E) ratio
Prices
Price persistence
Price-volume relationship
Pricing efficiency
Primary Market
Private-label pass-throughs
Probability distribution
Probability function
Profit Margin
Program trades
Program Trading
Projected benefit obligation (PBO)
Prospectus
Protective put buying strategy
Provisional call feature
Proxy
Purchasing-power risk
Pure expectations theory
Pure index fund
Put
Put Option
Put swaption
Put-call parity relationship
Quality option
Quality spread
Quick Ratio
Rally
Range
Rate anticipation swaps
Reaction
Real time
Record Date
Redemption Charge
Reference rate
Refunded bond
Refunding
Registered representative
Regression analysis
Regulatory pricing risk
Regulatory surplus
Reinvestment risk
Relative Strength
Relative yield spread
Rembrandt market
Replicating portfolio
Reproducible assets
Repurchase agreement
Required reserves
Required yield
Reserve
Reserve ratios
Reset frequency
Residual claim
Residual risk
Retail investors Individual investors
Retention rate
Retracement
Return
Return On Assets (ROA)
Return On Equity (ROE)
Return on total assets
Return-to-maturity expectations interpretation
Revenue bond
Revenue fund
Reverse Stock Split
Rights Offering
Rings
Risk averse
Risk indexes
Risk premium
Risk premium approach
Risk-free or riskless asset
Risky asset
Round lot
Round-trip transactions costs
Round-turn
Safety cushion
Safety-net return
Sales Charge
Samurai market
Savings deposits
Scalp
Search costs
SEC
Secondary Market
Securities & Exchange Commission
Securities analysts
Securitization
Security
Security deposit (initial)
Security deposit (maintenance
Sell hedge
Sell limit order
Selling Short
Sell-side analyst
Semistrong form efficiency
Serial bonds
Series
Settlement Date
Settlement Price
Settlement rate
Share Repurchase
Shareholders' equity
Shareholders' letter
Shares
Sharpe benchmark
Sharpe Index
Short
Short hedge
Short interest
Short Position
Short Sale
Short selling
Short squeeze
Short straddle
Shortfall risk
Short-term solvency ratios
SIC
Simple linear regression
Simple linear trend model
Simple moving average
Single-index model
Single-premium deferred annuity
Sinking fund requirement
Slippage
Small-firm effect
Specialist
Speculator
Speed
Spinoff
Split
Spot markets
Spot month
Spot price
Spot rate
Spot rate curve
Spread
Spread income
Spread strategy
Standard deviation
Standardized value
Stated conversion price
Statutory surplus
Steepening of the yield curve
Step-up bond
Stochastic models
Stock
Stock Dividend
Stock exchanges
Stockholder Equity
Stock index option
Stock market
Stock option
Stock replacement strategy
Stock ticker
Stop (-Loss) Order
Stop order (or stop)
Stop-limit order
Straddle
Straight value
Stratified equity indexing
Stratified sampling approach to indexing
Stratified sampling bond indexing
Strike index
Strike Price
Strong form efficiency
Structured portfolio strategy
Structured settlement
Subject to opinion
Subordinated debenture bond
Subperiod return
Substitution swap
Surplus management
Swap assignment
Swap buy-back
Swap option
Swap reversal
Swap sale
Swaptions
Switching
Synchronous data
Systematic risk
Tactical asset allocation (TAA)
Tangible asset
Tax-exempt sector
Technical analysts
Technical descriptors
Technician
Tender
10-K
Term bonds
Term life insurance
Term repo
Term to maturity
Term trust
Theoretical futures price
Theoretical spot rate curve
Theta
Three-phase DDM
Tick
Tick Indicator
Tick-test rules
Tilted portfolio
Time decay
Time deposit
Time premium
Time Value
Time value of an option
Time-weighted rate of return
Timing option
Top-down equity management style
Total asset turnover
Total debt to equity ratio
Total return
Total Revenue
Tracking error
Trade
Trade Date
Trade house
Trading halt
Trading Range
Tranche
Transactions costs
Transition phase
Treasuries
Treasury bills
Treasury bonds
Treasury notes
Treasury securities
Trend
Treynor Index
Turnover
12B-1 Fees
12B-1 Funds
Two-factor model
Two-fund separation theorem
Type
Uncovered Call
Uncovered Put
Underfunded pension plan
Underlying
Underlying Security
Underwriting income
Undiversifiable risk
Universal life
Unsystematic risk
Upstairs market
Uptick trade
U.S. Treasury bill
U.S. Treasury bond
U.S. Treasury note
Utility function
Value manager
Variable life
Variance
Variance minimization approach to tracking
Variation margin
Venture capital
Vertical analysis
Volatility
Volume
Wall Street analyst
Wallflower
Wanted For Cash
Warrant
Wasting Asset
Watch List
Weak form efficiency
Weighted-average portfolio yield
Whole life insurance
Wild card option
Window contract
Wire house
Withdrawal Plan
Writer
W-Type Bottom
Yankee market
Yield
Yield curve
Yield curve option-pricing models
Yield curve strategies
Yield ratio
Yield spread strategies
Yield To Call
Yield To Maturity
Yield to worst
Zero coupon bond
Zero uptick
Zero-beta portfolio
Zero-coupon bond