It stands for option-adjusted spread; the credit spread that is added over the spot rates (the Treasury spot rate curve,...

The credit spread that is added over the spot rates (the Treasury spot rate curve, the LIBOR rate curve, etc)...

The effect of change in one variable pertaining to an option, (particularly the out-of-the-money options/ OTM options) where the output...

A mathematical model which is designed and used to figure out the optimal (theoretical) value of an option based on...

Options are highly leveraged investments. In the underlying price moves favorably, an investor could earn much bigger percentage gains on...

The cash which a futures trader has to deposit in a margin account as security for guaranteeing a contract fulfillment at...

A technical analysis tool that centers on the theory that market participants (sellers) manipulate the underlying stock price to some...

Contracts, such as futures/ forwards, that have been purchased (long) or sold (short) while no transactions have been completed by...

The total number of one-side positions outstanding in options or future contracts. In other words, the total number of long...

An accrual swap in which any breach (touch) of the range upper or lower boundary terminates all further potential for...