The difference between the market spreads and the model spreads (theoretical spreads calculated using a model). For example, the theoretical...
Another name for a ratio backspread. It was termed so (vacation spread) because it is one of the most secure...
The fee that an underwriter earns from underwriting a security (e.g., equity offering). The underwriter discount is the difference between...
The fee that an underwriter earns from underwriting a security (e.g., equity offering). The gross spread is the difference between...
A spread that is usually paid (when necessary) by the seller of an asset swap, in addition to a floating...
It stands for credit spread option; an option whose payoff depends on the spread between the yields earned on two...
In relation to credit spreads (in credit spread swaps, credit spread options, etc.), it is the difference between the credit...
An energy swap that involves the payment of the spark spread from one counterparty to another, depending on the change...
An option that gives the holder the right, without the obligation, to enter into a spark spread swap by a...
An option on the spark spread, i.e., the difference between power prices and prices of fuels and emission. It gives...