The premium or option price on the second leg of a compound option, i.e., on the put option (with the...
A hybrid of an equity derivative and a credit derivative which has identically the structure of a credit default swap...
It stands for equity default swap; a hybrid of an equity derivative and a credit derivative which has identically the...
A sort of put option which is linked to the credit worthiness of a borrower. The holder of the option...
The smallest price change increment that a future contract is allowed to have by an exchange. The tick for a...
The smallest price change increment that a future contract is allowed to have by an exchange. The minimum price movement...
It stands for minimum variance hedge ratio; a mathematical tool for determination of the optimal cross hedging ratio. This means...
A mathematical tool for determination of the optimal cross hedging ratio. This means the minimum variance between the gain/ loss...
Also known as minimum variance hedge ratio (MVHR); a mathematical tool for determination of the optimal cross hedging ratio. This...
It stands for forward rate agreement which is an over-the-counter agreement to apply a certain interest rate to either lending...