An option or futures spread trade that is established by simultaneously buying and selling options or futures that have different...
An option strategy whereby a number of put options are bought at a certain exercise price and an equal number...
A delta-neutral ratio spread, or a reverse option hedge, whereby the number of options bought exceeds that of the options...
A variant on a bear put spread, and a strategy similar to the bull ratio spread in almost all aspects...
An option whose payoff depends on the spread between the yields earned on two underlying assets. For example, this option...
The spread that is attributed to the credit risk associated with a defaultable instrument (e.g., a credit default swap or...
The spread that is attributed to the credit risk associated with a defaultable instrument (e.g., a credit default swap or...
The spread that is attributed to the credit risk associated with a defaultable instrument (e.g., a credit default swap or...
A swap in which interest, instead of being paid, compounds forward until maturity. The interest is compounded forward until the...
A ratio spread which is constructed by involving deltas of options such that a neutral “overall” position is created. To...