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Hedge and Forget

A hedge strategy in which an investor makes no attempts to adjust the hedge once its has been set up....

Hull-White Option Model

A valuation model which is used to price interest rate options using mean reversion to generate a future interest rate....

Ho and Lee Option Model

An interest rate option model (originally appeared in 1986) which uses short rates in pricing interest rate derivatives such as...

HJM Model

A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...

Heath-Jarrow-Morton Model

A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...

Hindsight Option

An exotic option that allows the holder to buy or sell an underlying asset at the best possible price that...

Hybrid Derivative

A multi-asset derivative whose components don’t belong to the same asset class. In general, financial derivatives can be divided into...

Hedging

Taking an opposite or offsetting position in a derivative instrument or any other type of financial instruments with regard to...

Horizontal Spread

An option or futures spread trade that is established by simultaneously buying and selling options or futures that have different...

Hawaiian Option

An option that combines an Asian option with an American option. Effectively, the combination produces an Asian option which allows...