A diagonal calendar call spread which is constructed by selling a long-term at-the-money call option and buying a short-term out-of-the-money…
It stands for constant maturity credit default swap. It is a credit default swap that provides a hedge against default…
A futures option which gives the holder the right to enter into a long futures contract at a set exercise…
A method which is typically used to calculate the implied parameters of a model from the market prices of actively…
A type of option in which the payoff is determined in one of two distinct values: a specified fixed price…
An option trading strategy which involves selling a number of in-the-money calls at a set strike and simultaneously buying a…
An acronym for contract for difference; a contract such as a forward, a futures, or an option whose payoff is...
A contract such as a forward, a futures, or an option whose payoff is based on the difference between two...
A combination of a short call and a long put in addition to a money market position (borrowing or lending…
A processing plant or warehouse that is approved by an exchange as acceptable for the delivery of commodities underlying futures…