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A Probability and Statistics
New and Developing Products
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additional amount arbitrage asset at-the-money average bank basis points bond futures borrowing calculated call option cash flows compound option conversion factor counterparty coupon credit risk currency delta derivatives difference Diffs dollar duration equation Eurodollar example exchange rate exercise expected expiration Figure fixed fixed-rate floating floating-rate floor forward rate forward rate agreements funding costs futures contract futures price hedge ratio hedge vehicle income increase interest rates interest-rate investment investor issuer liabilities LIBOR mark-to-market market price market rates match maturity measure ment minus notional principal offset options pricing options strategies out-of-the-money outcome paid participation payments period portfolio position premium present value price moves probability distribution profit protection purchase receive reference rate reset sell short-term specific spread standard deviation strategy strike price strike rate swap swaption T-bill term tion trading underlying security variable volatility vx vx vx yield curve