In relation to credit derivatives (credit default swaps, CDSs, and other similar products), it is the average of the single-name...
In relation to credit derivatives (credit default swaps, CDSs, and other similar products), it is the average of the single-name...
A neutral option strategy that aims at making profit from taking positions on stagnant or bound-range stocks. It resembles the...
In the context of options, it is a spread that turns out unprofitable as a result of big commissions charged...
With respect to FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread the protection buyer pays to...
It stands for first-to-default spread; in connection with FTD credit derivatives (e.g., FTD credit swaps), it is the fixed spread...
A calendar spread that involves the purchase of an option with a further expiration and the sale of an option...
The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...
The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...
A calendar spread that involves the purchase of an option with a further expiration and the sale of an option...