A credit derivatives trading strategy in which a trader attempts to avail from mispricing in credit spreads. In other words,...
The premium (price) of a call option. It is an amount paid by the call option's buyer (holder) to the...
The premium (price) of a call option. It is an amount paid by the call option's buyer (holder) to the...
The premium (price) of a call option. It is an amount paid by the call option's buyer (holder) to the...
An option or set of options that consists of one put and one call or more on either leg. The...
A quanto that is combined with other exotic options in various ways, depending on the investor's view and requirements of...
An impaired capacity/ ability of a borrower/ reference entity (in a credit derivative contract/ arrangement) to meet contractual payments, whereby...
It stands for cross-currency basis swap; a floating-for-floating swap that involves exchanging two streams of interest payments each denominated in...
A floating-for-floating swap that involves exchanging two streams of interest payments each denominated in a different currency. In other words,...
The high and low prices which are recorded during the period whose end marks the official close of certain futures...