It stands for fair value spread; with respect to futures contracts, it is the difference between the fair value (FV)...
In relation to credit derivatives (credit default swaps, CDSs, and other similar products), FV-CDS spread (fair value CDS spread) is...
In relation to credit derivatives (credit default swaps, CDSs, and other similar products), it is the average of the single-name...
With respect to futures contracts, it is the difference between the fair value (FV) and the current market price of...
In relation to credit derivatives (credit default swaps, CDSs, and other similar products), it is the average of the single-name...
A bond that pays interest only if the floating interest rate (such as LIBOR) or an interest rate option underlying...
The fair value of a stock index futures is the theoretical value that accounts for the current index level, index...
The difference between the futures value (the theoretical value of a futures contract) and the spot index value (cash index...
The difference between the futures value (the theoretical value of a futures contract) and the spot index value (cash index...
According to the Black-Scholes model, it refers to the premium which makes both the option seller and buyer break even....