The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as...

A reverse convertible that is subject to a knock-out barrier and involves the sale (writing) of a knock-out put by...

The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as...

A zero-coupon interest rate is the rate of interest earned on an investment that is made over a given period...

A bond that is issued as a zero-coupon bond but which converts to a coupon paying bond at a specific...

A type of arbitrage that involves attempting to profit from specific deviations from interest rate parity by entering into a...

A convertible bond in which the conversion price is not predetermined but is kept floating. This bond converts into the...

The costs incurred by a firm due to bankruptcy. These costs consist of direct and indirect components:: Total bankruptcy costs...

A type of floating rate repo (variable rate repo) in which the tom/next (T/N) index is used rather than the...

A type of floating rate repo (variable rate repo) in which the spot/next (S/N) index is used rather than the...