The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as...

The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as...

An option trading strategy which involves selling a near-month call option and buying a far-month call in order to benefit...

A gut iron condor spread which is constructed by buying one call at the lowest strike, selling one call at...

An option trading strategy that is constructed by selling a put option (short put option) at a given strike price...

A ratio spread which is constructed by involving deltas of options in order to create a neutral “overall” position. To...

With respect to futures contracts, it is the difference (spread) between the fair value (FV) and the current market price...

It stands for fair value spread; with respect to futures contracts, it is the difference between the fair value (FV)...

In relation to credit derivatives (credit default swaps, CDSs, and other similar products), FV-CDS spread (fair value CDS spread) is...

In relation to credit derivatives (credit default swaps, CDSs, and other similar products), it is the average of the single-name...