A swap spread that is created synthetically by buying (selling) on-the-run Treasuries (cash) and selling (buying) the DV01 equivalent of...

One of the most popular and basic option strategies in which an inherently bullish investor attempts to capitalize on the...

A warrant that allows the holder to buy (if a call warrant) or sell (if a put warrant) an underlying...

It is an acronym for single stock futures option, which is an American-style option in which the underlying is a...

It stands for single stock futures; a futures contract in which the underlying asset is one specific stock of a...

It generally denotes volatility expressed or represented as a percentage. For example, "one sigma level" refers to the real change...

A gut iron condor spread which is constructed by selling one call at the lowest strike, buying one call at...

A floating-rate loan that is synthetically constructed using interest rate swaps. A debtor with a fixed-rate loan can convert this...

A fixed-rate loan that is synthetically constructed using interest rate swaps. A debtor with a floating-rate loan can convert this...

A topography report that depicts a two-dimensional map of a derivative position: it shows the distribution of the strike prices...