Tag: derivatives
Credit Default Swap
DefinitionA credit default swap is a financial swap agreement that the seller of the CDS will compensate the buyer in the event of a...
Margin
Margin is a simple but powerful tool that can help you increase your profits and manage your risk. In this post, we'll explain what...
Security
Source: WikipediaLast Sourced: 2021-02-01This Article has been Edited for AccessibilitySecurity Security is freedom from, or resilience against, potential harm (or other unwanted coercive change)...
Off-Balance-Sheet Financing
DefinitionOff-balance sheet, or Incognito Leverage, usually means an asset or debt or financing activity not on the company's balance sheet. Total return swaps are...
Jarrow Turnbull Model
DefinitionThe Jarrow–Turnbull credit risk model was published by Robert A. Jarrow of Kamakura Corporation and Cornell University and Stuart Turnbull, currently at the University...
Targeted Accrual Redemption Note (TARN)
What is a ‘Targeted Accrual Redemption Note – TARN'
A targeted accrual redemption note (TARN) is an investment vehicle, calculated based on a variation of...
Lattice-Based Model
What is 'Lattice-Based Model' An option pricing model that involves the construction of a binomial tree to show the different paths that...
Libor
LIBOR stands for the London InterBank Offered Rate. It is also termed as ICE LIBOR these days because the Inter Continental Exchange or ICE...
Large Trader
What is 'Large Trader' An investor or organization with trades that are equal to or in excess of certain amounts as specified...
Economic Derivative
What is an 'Economic Derivative' An economic derivative is a relatively new form of derivative contract (the first ones were traded in...