The spread that relates the revenue received from selling electricity to the cost of producing it from coal. This spread...
The spread that results from power minus coal and carbon costs. That is this spread captures the profit realized by...
The full price of a bond. It is calculated by adding accrued interest and any commissions or fees to the...
The dollar value of one basis point (DV01) is the derivative of price with respect to yield: This tool reflects...
The dollar duration is the derivative of price with respect to yield: This tool reflects the dollar (rather than the...
The dollar duration of an interest rate swap is the difference between the dollar duration of the two bond positions...
A variant of a barrier option in which the right to exercise activates or becomes active if the actual “spot”...
A revised version of the put/call ratio that uses the dollar value of traded options instead of the volume statistics....
An iron butterfly that involves selling a short-term strangle rather than a short-term straddle. In so doing, an investor can...
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....