It stands for deep in the money; an option is said to be deep in the money when its exercise...
An abbreviation for deep-in-the-money elasticity; the elasticity of an option where its value increases (for a call) and decreases (for...
It stands for credit support annex; a collateral arrangement the purpose of which is to mitigate counterparty risk in an...
A collateral arrangement the purpose of which is to mitigate counterparty risk in an OTC derivative contract such as swaps....
An option sensitivity measure (a second-order greek) that captures the second order sensitivity of an option to the volatility of...
A practice in bankruptcy proceedings whereby a bankruptcy court may enforce contracts that are in the money to the bankrupt counterparty while abrogating contracts...
A plain vanilla option in which the strike is determined as a percentage of the future/forward price. For instance, a 110% moneyness...
A swap in which the present value of the net fixed-rate payments is less than the net present value of the...
In the context of options, in the money refers to the state where the current market price of a given...
