An option that only a few market participants would be willing to trade at specific strike prices and expiration dates...
It stands for tranched portfolio default swap; a variation of collateralized debt obligations (CDOs) in which the exposure to the…
A lattice-based model which is used to value options. It extends the structure of the binomial tree, while applying the…
A fixed-income derivative which represents a physically-settled futures contract linked to a pool of Treasury bonds with remaining maturities of…
The third Friday in the months of March, June, September, and December when U.S stock options, index options, and futures…
An option pricing model which is similar to a binomial model, but with three possible branches at each node instead…
The last hour before the market closing in which options and futures on stock indexes expire on the same day.…
It stands for tranche-loss credit default swap; a basket-linked credit default swap(basket-linked CDS) which protects the buyer (the long) from…
An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...
An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...