It stands for gas-at-the-pump futures. It is a futures contract in which the underlying is the retail price of gasoline.…
An option trading strategy which is established by selling/ buying in-the-money calls and puts. All the options involved have the…
An optional provision in a credit default swap agreement which allows a grace period to a potential credit event in order…
It stands for geometric Brownian motion; a process that reflects the time-evolution of an asset price. It is a stochastic...
A process that reflects the time-evolution of an asset price. It is a stochastic process commonly used in finance to...
It stands for gas-at-the-pump futures. It is a futures contract in which the underlying is the retail price of gasoline.…
An option valuation model which is used for pricing foreign currency options. It is similar in form to the Black-Scholes…
A price swap contract whereby a natural gas producer sells its gas under a gas sales contract that pays a…
An interest rate swap in which there is, in contrast to a regular swap (vanilla swap), no dependency between its…
A trader that sells (writes or issues) an option contract to a market participant, assuming the obligation (i.e., standing ready)...