A delta of an option is a measure reflects the change in its value in response to a unit change...

A portfolio (of assets) whose delta is zero, making it insensitive to small changes in the prices of its assets....

The date on which a forward contract and a deliverable forward contract/ a futures contract is scheduled for delivery. It...

An option on a credit default swap (CDS) or a collateralized debt obligation (CDO). A default swaption is an OTC...

A market where standardized derivative contracts are traded, as defined by the exchange in terms of contract size, maturity, denominating...

A diagonal call spread which involves selling a lower-strike call option and buying a higher-strike call option, with the overall...

A credit portfolio derivative, specifically a portfolio default swap in which the protection buyer may change the actual composition of...

An abbreviation for dynamic portfolio swap; a credit portfolio derivative, specifically a portfolio default swap in which the protection buyer may…

A swap which initiates at a forward start date. The fixed rate of the swap is agreed upon at the…

A convertible security which constitutes a listed structured product issued by a company on its stock and embedded with a…