A structured note (FRN) that pays a floating interest rate referenced to a popular market rate such as LIBOR. Each...
A structured note (FRN) that pays a floating interest rate referenced to a popular market rate such as LIBOR. Each...
A second-order Greek that that relates the rate of change in a derivative's rho to changes in volatility. In other...
An iron condor that is typically established by buying a lower strike out-of-the-money put option, selling even lower strike out-of-the-money...
An iron albatross that is typically established by selling a far out-of-the-money call option, buying an out-of-the-money call option, buying...
The dollar sensitivity of the price of a derivative to a fractional change in the price of the underlying. It...
An inflation -indexed swap which is established on the same notional principal amount for both legs, but with different payout...
A derivative in which the underlying is a real estate price or index. Historically, the New York Real Estate Securities...
The date on which the periodic payment terms and conditions of a swap agreement are established. In other words, the...
The possible danger of loss that long-term hedgers face when reinvesting in more distant futures contracts as they retire near-month...