An equity structured product (and a reverse convertible) that provides an enhanced coupon. Coupon enhancement (yield enhancement) is typically done…

A financial instrument that contains an unconditional promise by one party to enter into a foreign exchange transaction with another…

A forward contract which obliges the holder to buy or sell a basket default swap (BDS) at a specified time…

A volatility trading strategy that combines an at-the-money forward call (ATMF call) with an ATMF put with opposite deltas, in…

The amount by which the FX forward rate (foreign exchange forward rate) for a currency exceeds its FX spot rate:...

An additional risk premium (RP) to the capital asset pricing model (CAPM). This disinformation premium is part of the expected...

A position in which negative deltas offset positive deltas. The overall delta of the position is zero or very close…

It stands for systematic risk premium; the risk premium for systematic risk. It is the risk premium against the overall...

An alternative term for systematic risk premium; the risk premium for systematic risk. It is the risk premium against the...

The risk premium for systematic risk. It is the risk premium against the overall market risk, reflecting the additional compensation...