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 |
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 |
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 |
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 (612 words) - 11:57, 15 January 2024 |
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 |
premiums of the two options (the options spread) to widen. Investors want debit spreads to widen for profit. A bullish debit spread can be constructed... 2 KB (193 words) - 17:00, 29 January 2017 |