finance, a credit spread, or net credit spread is an options strategy that involves a purchase of one option and a sale of another option in the same...
8 KB (1,173 words) - 13:46, 6 September 2023
Option strategies are the simultaneous, and often mixed, buying or selling of one or more options that differ in one or more of the options' variables...
15 KB (2,106 words) - 07:26, 13 April 2024
Credit spread may refer to: Credit spread (option) Credit spread (bond) This disambiguation page lists articles associated with the title Credit spread...
302 bytes (43 words) - 22:41, 8 March 2016
In options trading, a bull spread is a bullish, vertical spread options strategy that is designed to profit from a moderate rise in the price of the underlying...
3 KB (377 words) - 09:25, 16 July 2022
such options are very illiquid. They may also feature quite high implied volatilities, as shown by Damiano Brigo (2005). However options on credit indices...
3 KB (300 words) - 16:31, 15 January 2022
the yield spread or credit spread is the difference between the quoted rates of return on two different investments, usually of different credit qualities...
4 KB (529 words) - 07:30, 12 April 2024
spread can be constructed using either put options or call options. If constructed using calls, it is a bear call spread (alternatively call credit spread)...
3 KB (494 words) - 00:10, 18 April 2022
issuer; and The yield on comparable investment options. Credit (finance) Credit spread (options) TED spread Yield curve O'Sullivan, Arthur; Sheffrin, Steven...
4 KB (460 words) - 08:27, 7 January 2024
present market price. The Z-spread is also widely used in the credit default swap (CDS) market as a measure of credit spread that is relatively insensitive...
4 KB (611 words) - 13:01, 26 May 2024
Recovery lock transaction Credit Spread Option CDS index products Funded credit derivative products include the following products: Credit-linked note (CLN) Synthetic...
15 KB (1,808 words) - 08:05, 28 December 2023