Index
A
B
- backtesting
- Basel Accords
- Basel I / Basel I
- Basel II
- Basel III / Basel III
- Basel Regulatory Framework
- Basic Indicator Approach (BIA) / Minimum capital requirements
- big data
- big data analysis, in R
- big data linear regression analysis
- big matrices
- Binary options
- Bitcoin prices
- Black-Scholes surface
- Black model
C
D
E
F
G
H
I
- identification problem
- implementation, in R
- industry specific investment
- intensity of trading
- interest rate models
- interest rate risk measurement
- Internal Ratings-Based (IRB) / Minimum capital requirements
- Internal Revenue Service (IRS) / Loading big data
- International Capital Adequacy Assessment Process (ICAAP) / Supervisory review
- investment strategy
- investment targets
K
- k-means clustering, on big data
- KMV model
- knock-in (KI)
- knock-in-knock-out (KIKO)
- knock-out (KO)
L
M
N
- Net stable funding ratio (NSFR) / Basel III
- neural networks (NN)
- non-maturity deposits (NMD)
O
- open sources
- operational risk
P
Q
R
- recovery rate (RR) / Credit risk
- relative strength indicator (RSI) / Built-in indicators
- relative transaction costs
- results
- risk-weighted assets (RWA) / Basel I
- risk categories
- risk measures
- RSI / RSI
S
T
U
V
- Value at Risk (VaR) / Minimum capital requirements
- VAR
- Vasicek model
- VECM
- volatility modeling
- volatility modeling, empirical observations
- volume
- volume forecasting model
- volume weighted average price (VWAP) / Motivation
W
..................Content has been hidden....................
You can't read the all page of ebook, please click
here login for view all page.