With respect to credit derivatives (e.g., credit default swaps, CDSs), it is an underlying asset (obligation) for which a debt...
With respect to credit derivatives (e.g., credit default swaps, CDSs), it is an underlying asset for which a debt holder...
A derivative which has a metallurgical commodity as underlying asset. Unlike financial assets, metallurgical commodities are valued based on their...
A tranche that has some similarities to a zero-coupon bond. An accrual tranche (zero tranche) consists of Z bonds. By...
An option cycle defines the sequence of months in which the expiration dates of an option (stock option) can occur. To…
An interest rate futures contract in which the underlying is typically the three-month interest rate on a floating rate such as LIBOR, EURIBOR, etc. Some firms…
A diagonal put spread which involves selling a higher-strike put option and buying a lower-strike put option, with the overall…
An abbreviation for short-term interest rate futures. It is an interest rate futures contract in which the underlying is typically...
An option which is virtually constructed by trading the underlying asset and borrowing or lending, without buying or selling the...
An option combination, similar to a straddle, in which both the put and call legs have the same expiration date...