It constitutes part of x-value adjustments (XVA). By definition, it is the value adjustment that accounts for the funding costs...
An outright purchase or sale of an asset (commodity, currency, etc) for delivery on a fixed date in the future....
A ladder option that has a floating strike price. This option , which carries no predetermined strike price, allows the...
A pair option that offers a floating payoff in the sense that the result of the trade depends on the...
A futures trading strategy that involves taking a long or short position in one futures contract and an opposite position...
A futures trading strategy that involves taking a long or short position in one futures contract and an opposite position...
A futures trading strategy that involves taking a long or short position in one futures contract and an opposite position...
A lookback option whose payoff depends on the lookback price of the underlying asset during the life of the option....
A ladder option that has a fixed strike price. This option , which carries a predetermined strike price, allows the...
The price of an asset (a security or commodity) underlying a futures contract. This is the price agreed by a...