An acronym for debt exchange for common stock. It is a convertible security which constitutes a listed structured product issued…
With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...
A rule that assumes that the implied volatility for an option with a given strike price and maturity will not...
Unlike a plain vanilla currency swap, a flavored currency swap is a more complicated structure that eases up specific standard…
A commodity swap in which one party makes a series of fixed payments and receives floating payments tied to a…
It stands for first-loss credit default swap; a credit default swap (CDS) that protects its buyer (the long) from losses…
A swap which initiates at a forward start date. The fixed rate of the swap is agreed upon at the…
An interest rate swap in which both counterparties pay fixed rate in their respective currencies. It is a type of…
It stands for historical volatility; a type of volatility that is estimated from past realized/ historical data rather than by...
A type of volatility that is estimated from past realized/ historical data rather than by employing current prices and a...