It stands for non-deliverable cross currency swap; a swap agreement (cross currency swap, XCS) that is entered into, and between,...
An acronym for debt exchange for common stock. It is a convertible security which constitutes a listed structured product issued…
It stands for first-loss credit default swap; a credit default swap (CDS) that protects its buyer (the long) from losses…
It stands for historical volatility; a type of volatility that is estimated from past realized/ historical data rather than by...
It stands for past realized volatility; a type of volatility that is estimated from past realized/ historical data rather than...
An acronym for at-the-money implied volatility; a measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation...
An acronym for at-the-money implied volatility; a measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation...
It stands for against the box; a short sale which is carried out by the holder of a long position…
Acronym for adaptive mesh model; a derivative valuation method which was developed by Figlewski and Gao (1999). It is a...
A zero coupon swap (ZCS) in which the zero coupon leg has the right, without the obligation, to call off…