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quadratic formula A general formula for solving quadratic polynomial equations. quadratic interpolation Interpolation using a quadratic polynomial as an interpolation function. quadratic polynomial A polynomial of the form p(x) = cx2 + bx + a. quadratic portfolio In the context of value-at-risk, a portfolio whose portfolio mapping function is a quadratic polynomial. quadratic remapping A global remapping that replaces a portfolio mapping function with a quadratic polynomial. quadratic transformation For a VaR measure, a transformation procedure that is applicable to quadratic portfolios. quadratic VaR measure A category of VaR measures that are applicable to quadratic portfolios. quant A financial engineer. quantile A notion from probability. quanto A cash settled derivative that has an underlier denominated in one currency, but settles in another currency based on a fixed exchange rate. quanto swap An interest rate swap linked to different currency's interest rates. quarterly compounding Compounding based on quarterly crediting of interest. quartile A type of quantile. |
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