embedded option-based derivative
- embedded option-based derivative
Аудит: встроенный дериватив опционного типа, встроенный опционный дериватив, встроенный опционный производный инструмент, встроенный производный инструмент опционного типа
Универсальный англо-русский словарь.
Академик.ру.
2011.
Смотреть что такое "embedded option-based derivative" в других словарях:
Option-adjusted spread — (OAS) is the flat spread which has to be added to the treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. OAS is hence model dependent. This concept can be applied … Wikipedia
Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income … Wikipedia
Derivative (finance) — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
Credit derivative — In finance, a credit derivative is a securitized derivative whose value is derived from the credit risk on an underlying bond, loan or any other financial asset. In this way, the credit risk is on an entity other than the counterparties to the… … Wikipedia
Interest rate derivative — An interest rate derivative is a derivative where the underlying asset is the right to pay or receive a (usually notional) amount of money at a given interest rate.The interest rate derivatives market is the largest derivatives market in the… … Wikipedia
Binary option — In finance, a binary option is a type of option where the payoff is either some fixed amount of some asset or nothing at all. The two main types of binary options are the cash or nothing binary option and the asset or nothing binary option. The… … Wikipedia
Bond duration — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
DR-DOS — Company / developer Originally by Digital Research, now developed by DRDOS, Inc. and The DR DOS/OpenDOS Enhancement Project OS family … Wikipedia
Credit-linked note — A credit linked note (CLN) is a form of funded credit derivative. It is structured as a security with an embedded credit default swap allowing the issuer to transfer a specific credit risk to credit investors. The issuer is not obligated to repay … Wikipedia
Corporate bond — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal … Wikipedia
Minibond — is a brand name for a series of structured financial notes issued in Hong Kong under the control of Lehman Brothers. It is a misnomer to describe the Minibond as credit linked note because of the Synthetic Collateralised Debt Obligations hidden… … Wikipedia