- yield curve model
__See__term structure model.__American Banker Glossary__

*Financial and business terms.
2012.*

- yield curve model
__See__term structure model.__American Banker Glossary__

*Financial and business terms.
2012.*

**Yield curve spread**— on a simple mortgage backed security (MBS) is the flat spread over the treasury yield curve required in discounting a pre determined coupon schedule to arrive at its present market price.That is, the MBS yield curve spread is based on a… … Wikipedia**Yield curve**— This article is about yield curves as used in finance. For the term s use in physics, see Yield curve (physics). Not to be confused with Yield curve spread – see Z spread. The US dollar yield curve as of February 9, 2005. The curve has a typical… … Wikipedia**Yield curve option-pricing models**— Models that can incorporate different volatility assumptions along the yield curve, such as the Black Derman Toy model. Also called arbitrage free option pricing models. The New York Times Financial Glossary … Financial and business terms**yield curve option-pricing models**— Models that can incorporate different volatility assumptions along the yield curve, such as the Black Derman Toy model. Also called arbitrage free option pricing models. Bloomberg Financial Dictionary … Financial and business terms**Model risk**— In finance, model risk is the risk involved in using models to value financial securities.[1] Rebonato considers alternative definitions including: After observing a set of prices for the underlying and hedging instruments, different but… … Wikipedia**Yield management**— Yield management, also known as revenue management, is the process of understanding, anticipating and influencing consumer behavior in order to maximize revenue or profits from a fixed, perishable resource (such as airline seats or hotel room… … Wikipedia**Cox–Ingersoll–Ross model**— Three trajectories of CIR Processes In mathematical finance, the Cox–Ingersoll–Ross model (or CIR model) describes the evolution of interest rates. It is a type of one factor model (short rate model) as it describes interest rate movements as… … Wikipedia**Chen model**— In finance, the Chen model is a mathematical model describing the evolution of interest rates. It is a type of three factor model (short rate model) as it describes interest rate movements as driven by three sources of market risk. It was the… … Wikipedia**Short rate model**— In the context of interest rate derivatives, a short rate model is a mathematical model that describes the future evolution of interest rates by describing the future evolution of the short rate.The short rateThe short rate, usually written r t… … Wikipedia**Black-Derman-Toy model**— In finance, the Black Derman Toy model is a model of the evolution of the yield curve, sometimes referred to as a short rate model. It is a one factor model; that is, a single stochastic factor (the short rate) determines the future evolution of… … Wikipedia