A part of a warrant value (theoretical value of a warrant) that relates to the continuous exposure to the changes...

The value (also, theoretical value) of a warrant consists of two components: intrinsic value (formula value) and time value: Warrant...

Effect on earnings per share (EPS) and book value per share if all convertible securities (convertible bonds, convertible debentures, etc)...

A structural feature that gives protection to senior bondholders (noteholders) against a deterioration of credit support. It applies a host...

It stands for trigger barrier reverse convertible; a variant of barrier reverse convertible (BRC)- a structured product- which is structured...

A variant of barrier reverse convertible (BRC)- a structured product- which is structured in a way that if on the...

An asset that ranks top amongst other assets held by a financial institution in terms of quality and convertibility to...

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

The theoretical value of a warrant consists of two components: intrinsic value (formula value) and time value: Warrant value =...

Also, zero-coupon bond; a bond that accrues interest over its life. Accrued interest is only payable at the maturity date...