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IS

It stands for implementation shortfall; a measure of trading inefficiency- i.e., it measures the cost of trade implementation. For purchases...

WoW

It stands for would or work; a trading algorithm (algorithmic trading instrument or technique) that becomes very active and aggressive...

W-LGD

It stands for workout loss given default; the amount of losses (loss given default, LGD) that is based on the...

LIT

An abbreviation for lit market; a type of market or stock exchange setting (ECN) where the order book (e.g., securities...

DOM

It stands for depth of market; a measure of the liquidity of a particular market or sector at a given...

LGD

It stands for loss given default; a key metric that is used in quantitative risk analysis, reflecting the monetary amount...

AQB Option

It stands for Asian quanto basket option; a quanto basket option whose payoff is determined as that of an Asian...

BS

It stands for balance sheet; a primary statement of an entity that presents a snapshot of its financial position at...

AQBO

It stands for Asian quanto basket option; a quanto basket option whose payoff is determined as that of an Asian...

NFA

It stands for non-financial asset; an asset that has a physical presence and value such as real estate, plant and...