A bond (specifically a municipal bond) whose holder is exempted from paying taxes on its interest income. This bond is…
An acronym for at-the-money implied volatility; a measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation...
An acronym for at-the-money implied volatility; a measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation...
An at-the-money convertible; a convertible whose price is influenced by movements in both interest rates and share prices. Broadly speaking,...
It stands for at the money; a situation whereby the strike price of an option is equal to (or almost...
An at-the-money forward call option is a call with a strike price equal to the forward price of the underlying...
An at-the-money forward put option is a put with a strike price equal to the forward price of the underlying...
An abbreviation for at-the-money spot; the situation in which the strike of an option is set equal to the spot rate (e.g., FX...
An abbreviation for at-the-money spot; the situation in which the strike of an option is set equal to the spot rate (e.g., FX...
A straddle whose strike is equal to (or closest to) the price of its underlying asset. It is a combination of a call option and a option...