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CouponLiquidity riskInterest rate cap and floorBootstrappingBondClean priceBarbell strategyInterest-only loanDay count conventionDeferralPerpetual futuresHigh-yield debtSwapFloating interest rateDebentureInterestPayment scheduleSwap spreadAbnormal returnCapital marketPerpetual bondBalloon payment mortgageNon-deliverable forwardDiscountingHaircutDefaultCallable bondEquity derivativePar yieldSenior debtBond insuranceSubordinated debtCommercial paperInterest rate futureSpread optionLiquidity premiumDeferred incomeFlat rateNegative equityShort-term tradingBasis riskClosed-end fundAccrualEx-dividend dateSwap rateBond market indexEquity swapCurrency swapForeign exchange derivativeAnnuityForward contractDiscounted cash flowFinancial riskAccounting periodTime depositFutures contractDeficit spendingReference rateNormal backwardationOptions backdatingDerivatives marketDeferred financing costOpen interestNotional amountConvertible bondBridge loanSwing tradingCredit default swapEquity-linked noteInterest rate riskDate rollingPayback periodBasis tradingCommodity swapDerivativeAccrued interestTax benefits of debtCorporate debt bubbleTerm life insuranceNon-performing loanMaturity transformationTime-weighted average priceFlow tradingStock market bubbleDeferred acquisition costsNet interest incomeTrading strategyShortInterest rate optionFixed depositAccounting liquidityLoanMezzanine capitalProject financeFixed-rate mortgageNon-operating incomeDebtor collection periodLongCost of equityCovered bond