Options, Futures, and Other Derivatives, Ninth Edition

I

• IAS 2, 357

• IAS 39, 42

• IASB. See International Accounting Standard Board, 42

• IMM dates, 829

• Implicit finite difference method, 479–482, 829

• Implied copula, 593

• Implied correlation, 590–591, 829

• Implied distribution, 829

  • currency options, 433–436

  • determining, 447–449

  • stock options, 436–437

• Implied dividend yield, 376–377, 829

• Implied tree model, 632, 829

• Implied volatility function (IVF) model, 632–633, 829

• Implied volatility, 341–342, 829

• Importance sampling, variance reduction procedure, 476–477

• Inception profit, 811–812, 829

• Index amortizing swap, 771, 829

• Index arbitrage, 116–117, 829

• Index currency option note (ICON), 21

• Index futures, 62–67, 829

  • changing portfolio beta, 66–67

  • hedging, using index futures, 62–67

  • portfolio insurance, ...