Derivatives: Derivative, Normal backwardation, Contango, Credit default swap, Contract for difference, Futures contract - Softcover

Derivatives

Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Source: Wikipedia. Pages: 161. Chapters: Derivative, Normal backwardation, Contango, Credit default swap, Contract for difference, Futures contract, Collateralized debt obligation, Exchange-traded derivative contract, Interest rate swap, Forward contract, Credit derivative, Hedge, Synthetic CDO, Repurchase agreement, Futures exchange, Gold exchange-traded fund, International Swaps and Derivatives Association, Binary option, Weather derivatives, Foreign exchange hedge, Variance swap, Box spread, Iron condor, Property derivatives, VIX, Implied volatility, Heston model, Stochastic volatility, CME SPAN, Foreign exchange option, Power reverse dual currency note, Thinkorswim, Risk-neutral measure, Backspread, Interest rate cap and floor, Derivatives market, Non-deliverable forward, Renewable Energy Derivative, Constant proportion portfolio insurance, Volatility arbitrage, Interest rate derivative, SABR Volatility Model, Options strategies, Notional amount, Constant Proportion Debt Obligation, IVX, Local volatility, Equity swap, Pin risk, Moneyness, Total return swap, Delta neutral, Equity derivative, Credit spread, Exercise, Asian option, Real estate derivatives, Fixed bill, U.S. Futures Exchange, Options spread, Forward price, Inflation derivative, Bull spread, Single-stock futures, Currency future, Married put, Stock market index future, Forex swap, Mark to model, Dual currency deposit, ITraxx, Low Exercise Price Option, Commodity tick, Butterfly, Over-the-counter, Bear spread, Credit default swap index, CME Group, Strike price, Quanto, Net volatility, Open interest, Intrinsic value, First Prudential Markets, Freight derivative, Options arbitrage, Financial future, Variance risk premium, Accumulator, Commodity price index, Position, International Capital Markets, Option screener, Calendar spread, E-mini S&P, Conditional variance swap, Mexican Derivatives Exchange, FTSE MTIRS Index, Synthetic position, PAUG, Callable bull/bear contract, Toxic security, Constant maturity credit default swap, Constant maturity swap, Ratio spread, Underlying, Strangle, Quality Spread Differential, Delta One, Stock market index option, International Securities Lending Association, Interest rate future, Structured note, Delivery month, Commodore option, Broker's call, IMM dates, Rolling turbo, Seasonal spread trading, Loan Credit Default Swap Index, Debit spread, Year-on-Year In¿ation-Indexed Swap, Bond plus option, Volatility clustering, Correlation swap, Basis swap, Triple witching hour, STIRT, International Monetary Market, Unit doublet, Fund derivative, Imarex, Iron butterfly, Zero-Coupon Inflation-Indexed Swap, Forward-forward agreement, Forward start option, Volatility swap, Expiration, 1256 Contract, Vertical spread, Macro derivatives, Dollar roll, Private placement platform, Intellidex, STIR future, Correlation trading, Tokyo Financial Exchange, Basis trading, Basis of futures, SPI 200 futures contract, Inflation swap, Swap ratio, Foreign exchange derivative, Cashflow matching, Capital guarantee, Exotic derivatives, Derivatives law, Basket option, Interest rate option. Excerpt: A credit default swap (CDS) is a swap contract in which the protection buyer of the CDS makes a series of payments to the protection seller and, in exchange, receives a payoff if a credit instrument (typically a bond or loan) goes into default. In its simplest form, a credit default swap is a bilateral contract between the buyer and seller of protection. The CDS will refer to a spe. Artikel-Nr. 9548248/2

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