An alternative name for a bear put spread, which is an option strategy whereby a number of put options are...
The interest rate on international money market futures (IMM futures). It is a money market rate that used as underlying...
It stands for convertible bond option; an option that gives the holder of a convertible bond for shares of common…
An option that changes its type if certain conditions are fulfilled. For example, it may change into an otherwise identical…
An iterative numerical methodology that is used to construct the spot zero rate curve implied by coupon-bearing, usually Treasury, bonds....
A futures contract (a currency futures) in which the underlying is the exchange rate of bitcoins against a currency (broadly…
A vertical spread with a bearish outlook. There are two main bear vertical spread strategies: the bear call spread and…
A series representation that is used for generating the model procedure: the so-called variance gamma process in pricing average rate…
An option trading strategy which combines uncapped profit potential with a capped risk. Therefore, it suits times when volatility is...
It stands for convetible bond asset swap; an asset swap whose underlying is a convertible bond. In terms of composition,…