The premium (measured in basis points) that is paid to the protection seller in a credit default swap (CDS) or...
An inverse floater swap in which the payer of the structured leg has the right to call off the transaction...
A derivative whose underlying is the correlation between two or more financial variables such as prices, returns, performances, etc. In...
The date on which a derivative instrument expires or becomes due for payment or settlement. It is also referred to...
An option sensitivity measure (a second-order greek) that captures the second order sensitivity of an option to the volatility of...
It stands for clearing house; a firm that undertakes guaranteeing the performance and contractual fulfillment of the parties to the...
A firm that undertakes guaranteeing the performance and contractual fulfillment of the parties to the transactions of exchange-traded derivatives (ET...
A firm that undertakes guaranteeing the performance and contractual fulfillment of the parties to the transactions of exchange-traded derivatives (ET...
A firm that undertakes guaranteeing the performance and contractual fulfillment of the parties to the transactions of exchange-traded derivatives (ET...
It stands for knock-out option; an option that automatically deactivates or expires only when a certain price of its underlying...