An option or futures spread whereby the number of contracts bought (or long) is not equal to the number of...
A diagonal call spread which involves selling a lower-strike call option and buying a higher-strike call option, with the overall...
It stands for zero-volatility spread; the spread that would be realized over the whole risk-free spot rate curve if a…
A bond swap and particularly a form of the intermarket spread swap whereby an investor may be compensated for the…
The difference between the bid and ask prices for a particular tradable asset (stock, bond, etc..). For example, if a...
The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as…
An alternative name for a bull put spread which is an option strategy whereby a number of put options are...
Abbreviation for spread-adjusted note; a debt instrument that bears a base rate fixed or linked to a sovereign rate (Treasury…
The CDO tranche spread that is defined by a number of factors, mainly including: attachment point, tranche width, swap maturity,...
An option strategy that attempts to maximize profits in bullish markets, i.e., when the prices of the underlying securities go...