A synthetic security in which the payoff is based on the performance of an individual stock or an equity index....
The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as...
A reverse convertible that is subject to a knock-out barrier and involves the sale (writing) of a knock-out put by...
The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as...
A zero-coupon interest rate is the rate of interest earned on an investment that is made over a given period...
A bond that is issued as a zero-coupon bond but which converts to a coupon paying bond at a specific...
A type of arbitrage that involves attempting to profit from specific deviations from interest rate parity by entering into a...
A convertible bond in which the conversion price is not predetermined but is kept floating. This bond converts into the...
The costs incurred by a firm due to bankruptcy. These costs consist of direct and indirect components:: Total bankruptcy costs...
A type of floating rate repo (variable rate repo) in which the tom/next (T/N) index is used rather than the...