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Glossary

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Haircut * Hammersmith and Fulham, London Borough of * Handle * Hard Call Protection * Harmful Warrant * Harmless Warrant * Harmonic Average * Hazard * Heath-Jarrow-Morton (HJM) Model * Heaven and Hell Bond * Hebel * Hedge * Hedge Account * Hedge Accounting * Hedge Clause * Hedge Fund * Hedge Ratio * Hedge Wrap * Hedged Inverse Floating Rate Note * Hedged Swap * Hedgilator * Hedging Instrument * Held for Risk Management (HRM) Derivative * Hell or High Water Clause * Herfindahl Index * Herstatt Risk * Heteroskedastic * Hidden Orders * High Coupon Swap * Higher of Proceeds or Market * High-Low Floater * High-Low Option * Highly Leveraged Transaction (HLT) * Hindsight Currency Option * Historical Volatility * Hockey Stick Payoff Pattern * Holding Company * Holding Cost * Hold-Out Period * Ho-Lee Model * Home Equity Loan (HEL) * Homoskedastic * Hope for A Market STabilization in a givEn Range ( * Horizontal Spread * Host Bond * Hull-White Option Model * Hung Convertible * Hybrid Debt * Hybrid Instrument Rules * Hybrid Instruments Transaction Service (HITS) * Hybrid Security * Hypothecation * Hypothesis Testing

Glossary