Generally speaking, it is the possibility that firms or individuals would fail to honor their contractual obligations on their borrowed...
An abbreviation for moving average barrier option; a barrier option which has a regular European option payoff, but is triggered...
A barrier option which has a regular European option payoff, but is triggered when the moving average underlying price breaches/...
An abbreviation for moving average barrier option; a barrier option which has a regular European option payoff, but is triggered...
An option strategy (also a covered put) whereby an investor, holding a long position in stock, purchases a put on...
A credit spread option which gives the holder the right, but not the obligation, to sell a defaultable reference bond...
The amount of interest paid annually on a bond or note expressed as a percentage of its face or par...
The use of financial instruments to eliminate or mitigate credit and default risks posed by borrowers or issuers of debt...
A negotiable contract between two parties (bilateral always) that allows them to manage their credit risk by using a derivative...
An option trading strategy (specifically a calendar spread) which is constructed by buying a far-expiration-month strangle and simultaneously selling a...