The ratio of an entity's book equity to its market equity. In other words, it relates the original value of...

It stands for out-of-the-money swaption; a swaption (swap option) in which the strike price of the option is higher than the forward rate (in...

It stands for in-the-money swaption; a swaption (swap option) in which the strike price of the option is less than the forward rate (in...

It stands for in-the-money swap; a swap in which the present value of the net fixed-rate payments is less than the net present...

It stands for at-the-money swaption; a swaption (swap option) in which the strike price of the option and the forward rate (in...

It stands for at-the-money swap; a swap in which the present value of the net fixed-rate payments is equal to the net present...

A short form of out-of-the-money swap; a swap in which the present value of the net fixed-rate payments exceeds the net...

An acronym for credit default swap; a swap agreement that gives the holder the right to sell a contractual obligation (bond, loan) for...

A credit default swap (CDS) option that grants the holder the right to buy credit protection on a specific reference entity during a predetermined future...

A low exercise price option, which is, by definition, a call option with an exercise price initially set deep in-the-money....