A currency risk that is embedded in an option contract whose underlying is denominated in a currency other than that...

A measure of gearing which is calculated by multiplying the gearing of a call option (put option) by the call...

A measure of gearing which is calculated by multiplying the gearing of a call option (put option) by the call...

A measure of gearing which is calculated by multiplying the gearing of a call option (put option) by the call...

A measure of the responsiveness (of equity value or bond loss- i.e., equity tranche or bond tranche in a portfolio)...

The default sensitivity of a tranche (to the default of a single name/ credit). It is a measure of the...

A measure of the responsiveness (of equity value or bond loss- i.e., equity tranche or bond tranche in a portfolio)...