Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Derivatives – Page 351 – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/category.php on line 74

Soft Delta

In essence, delta is a measure of how long or short the holder of an option position is in terms...

Cartwheel

A complex options trading strategy which involves taking a long position in a ratio call spread (call backspread) and a...

BMA Interest Rate Swap

A Bond Market Association (BMA) swap is an interest rate swap in which one party pays a fixed interest rate and receives...

Municipal IRS

An interest rate swap in which one party pays a fixed interest rate and receives floating-rate interest payments based on the...

Municipal Interest Rate Swap

An interest rate swap in which one party pays a fixed interest rate and receives floating-rate interest payments based on the...

Hard Delta

In essence, delta is a measure of how long or short the holder of an option position is in terms...

BMA Swap

A Bond Market Association (BMA) swap is an interest rate swap in which one party pays a fixed interest rate and receives...

Exploding Delta

A state of the delta of an option which makes the variation of an in-the-money option's hedge ratio extremely wide just prior to expiration. It is...

Pin Risk

The risk that arises when the price of an asset underlying an option approaches its strike price as it gets closer to expiration date. This is...

Futures

An exchange-traded contract (and a derivative) whereby the holder is under obligation to buy or sell a specific asset (security or commodity) for a predetermined...