The price that is charged by the seller of a cap in return for giving the cap buyer the right...
The price that is charged by a interest rate cap seller in return for giving the cap buyer the right...
An option in which payment of the premium is deferred until the its expiration date. This option is a type...
In the realm of options, it refers to the amount of money an option buyer pays to an option writer...
An option in which payment of the premium is deferred until the expiration of the option. A Boston option is...
The price of credit risk quoted in a credit default swap. This price is derived indirectly from the credit risk...
A measure of excess return which is typically defined as the net risk-adjusted premium derived from an investment position or...
An option trading which is arranged such that the premium received from an option sold (short option) compensates for the...
The price of credit risk as traded in the cash market using asset swaps. In other words, it is the...
It stands for fair value premium; according to the Black-Scholes model, it refers to the premium which makes both the...